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In this paper an introduction to the theory of search, as developed in the previous papers of A. Rényi and the author, is given. Basic results of those papers are unified and summarized from a Bayesian point of view which is accepted throughout the paper. Some new results are established and a relation of the theory of search to the information theory is pointed out.
[1] I. Vajda: On random design of experiments. (in Russian). Information Transmission Problems 4 (1968), N. 4, 26-36. MR 0359208
[2] A. Rényi: On the theory of random search. Bull. Amer. Math. Soc. 71 (1965), N. 1, 809-828. DOI 10.1090/S0002-9904-1965-11402-1 | MR 0186481
[3] J. Nedoma: Coding of finite sets of messages. Presented at 2nd Czechoslovak Conf. on Cybernetics, Prague 16.-19. XI. 1965.
[4] A. Feinstein: Foundations of Information Theory. McGraw Hill, N. Y. 1958. MR 0095087 | Zbl 0082.34602
[5] I. Vajda: Rate of convergence of the information in a sample concerning a parameter. Czechoslovak Math. Journal, 17 (1967), N. 2, 225-231. MR 0215435 | Zbl 0189.18901
[6] I. Vajda: On statistical decision problems with finite parameter space. Kybernetika 3 (1967), N. 5, 451-466. MR 0223009
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