A unified approach to a class of optimal selection problems with an unknown number of options
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Publication:1075691
DOI10.1214/aop/1176992175zbMath0592.60034OpenAlexW2011783211MaRDI QIDQ1075691
Stephen M. Samuels, F. Thomas Bruss
Publication date: 1987
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176992175
loss functionsecretary problemnon-informative priorminimax strategybest choice problemBayes strategyinfinitely many options
Inference from stochastic processes and prediction (62M20) Stopping times; optimal stopping problems; gambling theory (60G40) Prediction theory (aspects of stochastic processes) (60G25)
Related Items (7)
The Secretary Problem—An Update ⋮ The 1/e-strategy is sub-optimal for the problem of best choice under no information ⋮ An application of prophet regions to optimal stopping with a random number of observations ⋮ Invariant record processes and applications to best choice modelling ⋮ Embedding optimal selection problems in a Poisson process ⋮ The best choice problem with random arrivals: how to beat the \(1 / e\)-strategy ⋮ Progressive stopping heuristics that excel in individual and competitive sequential search
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