Байесовская модель в задаче наилучшего выбора с «Разладкой»

In the paper we consider the best-choice problem with disorder and imperfect observation. The decision-maker observes sequentially a known number of iid random variables from a known distribution with the object of choosing the largest. In the random time the distribution of observation is changed. The random variables cannot be perfectly observed. Each time a random variable is sampled the sampler is informed only whether it is greater than or less than some level specified by him. The decision-maker can choose at most one of the observation. The optimal rule is derived in the class of Bayes' strategies for the models with discount ot the payoff and cost for observation.