A NOTE ON A CONTINUOUS-TIME SEARCH MODEL WITH SEVERAL OFFER STREAMS
成果类型：
Note
署名作者：
STADJE, W
刊物名称：
OPERATIONS RESEARCH
ISSN/ISSBN：
0030-364X
DOI：
10.1287/opre.40.3.S346
发表日期：
1992
页码：
S346-S352
关键词：
摘要：
We consider a continuous-time search model with n random offer streams forming independent renewal processes. The distribution of the offer size may depend on the arrival time and the type of the offer, and there is a constant search cost per unit time. The searcher wants to select an offer such that the expected discounted reward is maximized. We present a method for computing such a strategy and apply it to some numerical examples. In the case of Poisson offer streams a more direct approach is also given.