5937概率中等数值题medium
Reservation Wage With Exponential Offers
题目
Job offers arrive sequentially and independently, each an Exponential random variable with rate 1 (mean 1). After each offer you accept it (and stop) or reject it forever and pay a search cost c = 0.2 to see the next; there is no deadline. Find the optimal stationary reservation level a above which you accept, and the expected wage you end up accepting under that policy.
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