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Optimal sequential allocation with imperfect feedback information

Part of: Stochastic processes

Published online by Cambridge University Press:  14 July 2016

Charles T. C. Mo ,
Samuel S. Wu ,
Robert Chen  and
Mark C. K. Yang
Charles T. C. Mo*
Affiliation:
Logicon Technology Solutions
Samuel S. Wu*
Affiliation:
University of Florida
Robert Chen*
Affiliation:
University of Miami
Mark C. K. Yang*
Affiliation:
University of Florida
*
∗ Postal address: Logicon Technology Solutions, 222 West Sixth Street, San Pedro, CA 90733, USA.
∗∗ Postal address: Department of Statistics, University of Florida, Gainesville, FL 32611, USA.
∗∗∗ Postal address: Department of Mathematics, University of Miami, Coral Gobles, FL 33124, USA.
∗∗ Postal address: Department of Statistics, University of Florida, Gainesville, FL 32611, USA.
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Abstract

A given number of bullets will be fired sequentially in an attempt to destroy as many targets as possible from a fixed number of targets. The probability of destroying a target at each shot is known. After each shot, there is a report on the state for the target; destroyed or intact. The reports are subject to the usual two types of errors and the probabilities of making these errors are also known. This paper shows that the myopic decision strategy that picks the next target to be the one with the highest intact posterior probability is the optimal strategy.

Keywords

optimal sequential decisiontarget shootingadaptive decision rule

MSC classification

Primary: 60G40: Stopping times; optimal stopping problems; gambling theory
Secondary: 60G17: Sample path properties
Type
Short Communications
Information
Journal of Applied Probability , Volume 38 , Issue 1 , March 2001 , pp. 248 - 254
Copyright
Copyright © by the Applied Probability Trust 2001 

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References

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