5938概率简单数值题short
Bird in the Hand vs Discounted Wait
题目
You face two periods. In period 1 a reward X1 ~ Uniform(0,1) is offered; accept it now to receive X1, or wait. If you wait, in period 2 you must accept X2 ~ Uniform(0,1), but a reward received in period 2 is worth only a fraction beta = 0.8 of its face value (discounting). No recall. Find the optimal period-1 acceptance threshold and the expected payoff of the optimal policy.
解题计时
0:00
提交作答时记录,用于后续平均用时统计。
你的答案