Problem 901
Well Drilling
A driller drills for water. At each iteration the driller chooses a depth $d$ (a positive real number), drills to this depth and then checks if water was found. If so, the process terminates. Otherwise, a new depth is chosen and a new drilling starts from the ground level in a new location nearby.
Drilling to depth $d$ takes exactly $d$ hours. The groundwater depth is constant in the relevant area and its distribution is known to be an exponential random variable with expected value of $1$. In other words, the probability that the groundwater is deeper than $d$ is $e^{-d}$.
Assuming an optimal strategy, find the minimal expected drilling time in hours required to find water. Give your answer rounded to $9$ places after the decimal point.
钻井
一名钻井工人在钻探水源。每一轮,钻井工人选择一个(正实数)深度$d$,一直钻到这个深度,然后检查是否找到水。如果找到了,就结束钻探。否则,工人会在附近找一个新位置,选择一个新的深度,从地面开始新的钻探。
钻到深度$d$需要恰好$d$小时。在这片区域内,地下水的深度是恒定的,且满足期望值为1的指数分布。换言之,地下水深度超过$d$的概率是$e^{-d}$。
假设钻井工人采用最优策略,求找到水所需的最小预期钻探时间(以小时为单位),并将你的答案四舍五入保留$9$位小数。