The Annals of Mathematical Statistics

Sequential Search with Discounted Income, the Discount a Function of the Cell Searched

Calvin W. Sweat

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Abstract

An object is hidden in one of the cells $1,2,\cdots, R$ with probability distribution $s = (s(1), s(2),\cdots s(R))$ and remains in that cell while search is conducted. A searcher is informed of $s$ and continues search until the object is found. He is informed also of $p = (p(1), p(2),\cdots p(R))$ where $p(i)$ is the probability of finding the object if $i$ is searched and the object is in $i$. If the object is found on trial $n + 1$ its worth is discounted by the factor $\prod^R_{i=1}\beta^{N(i)}_i$, where $N(i)$ is the number of inspections of cell $i$ during the first $n$ trials and $0 \leqq \beta_i < 1, i = 1,2,\cdots, R$ is known by the searcher. For each $n$, if $s(\bar{f}(n)) = (s(1|\bar{f}(n)), s(2\mid\bar{f}(n)),\cdots,s(R|\bar{f}(n)))$ denotes the conditional location distribution, given the history $\bar{f}(n)$ of failures for $n$ trials, then it is shown that an optimal procedure selects an $i$ achieving $\overset{\max}{i}\frac{p(i)s(i\mid\bar{f}(n))}{1 - \beta_i}.$ The limiting behavior of the value is investigated as each element in any collection of components of $(\beta_1, \beta_2,\cdots, \beta_R)$ tends to one.

Article information

Source
Ann. Math. Statist., Volume 41, Number 5 (1970), 1446-1455.

Dates
First available in Project Euclid: 27 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aoms/1177696790

Digital Object Identifier
doi:10.1214/aoms/1177696790

Mathematical Reviews number (MathSciNet)
MR285069

Zentralblatt MATH identifier
0216.48303

JSTOR
links.jstor.org

Citation

Sweat, Calvin W. Sequential Search with Discounted Income, the Discount a Function of the Cell Searched. Ann. Math. Statist. 41 (1970), no. 5, 1446--1455. doi:10.1214/aoms/1177696790. https://projecteuclid.org/euclid.aoms/1177696790


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