摘要: There are N stages to sequentially construct I successful components. At each stage, one allocates a certain amount of money for the construction of a component. If y is the amount allocated, then the component constructed will be... 展开 There are N stages to sequentially construct I successful components. At each stage, one allocates a certain amount of money for the construction of a component. If y is the amount allocated, then the component constructed will be a success with probability P(y), where P is a continuous nondecreasing function satisfying P(0) = 0. After each component is constructed, one is informed as to whether or not it is successful. If, at the end of the N stages, there are i components short, then a final penalty cost C(i) is incurred. The problem is to, at each stage, determine how much money to allocate so as to minimize the total expected cost (construction cost plus penalty cost) incurred. 收起