Abstract:
A game-theoretic model of two-person best-choice problem with non-complete information is proposed. The players (experts) observe a sequence of random vectors $(x_i, y_i), i=1,\ldots,n$ where the value of the first component $x_i$ is known and the second value $y_i$ is hidden. In each stage player can accept the object or reject it. The choice have to made on the base of the value of the first component. A player with maximal value of the sum of the components is winner in the game. The optimal strategies are derived for the dependent and correlated components.
Keywords:best-choice game, incomplete information, threshold strategy, TV show "The Voice".