A unified approach for solving sequential selection problems

DOI10.1214/19-PS333zbMath1446.60036arXiv1901.04183MaRDI QIDQ2188431

Yaakov Malinovsky, Alexander Goldenshluger, Assaf J. Zeevi

Publication date: 11 June 2020

Published in: Probability Surveys (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1901.04183

zbMATH Keywords

optimal stoppingrelative rankssequential selectionsecretary problemsfull information problemsno-information problems

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

Related Items (3)

Expected duration of the no-information minimum rank problem ⋮ Average number of candidates surveyed by the headhunter in the recruitment ⋮ Odds -theorem and monotonicity

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Optimal online selection of a monotone subsequence: a central limit theorem
• Choosing either the best or the second best when the number of applicants is random
• On an optimal stopping problem of Gusein-Zade
• Selection of nonextremal candidates from a random sequence
• Optimal sequential selection of a monotone sequence from a random sample
• Who solved the secretary problem
• Sum the odds to one and stop
• The solution of a generalized secretary problem via analytic expressions
• Select sets: rank and file
• Optimal selection based on relative rank (the 'Secretary Problem')
• Differential equations and optimal choice problems
• Optimal selection problems based on exchangeable trials
• Improved Algorithms and Analysis for Secretary Problems and Generalizations
• Lower Bounds for Bruss’ Odds Problem with Multiple Stoppings
• APPROXIMATE RESULTS FOR A GENERALIZED SECRETARY PROBLEM
• Technical Note—Stochastic Sequential Decision-Making with a Random Number of Jobs
• The secretary problem of minimizing the expected rank: a simple suboptimal approach with generalizations
• The Secretary Problem and Its Extensions: A Review
• Optimal selection based on relative ranks with a random number of individuals
• On the best choice problem with random population size
• The Optimal Choice of a Subset of a Population
• A Problem of Optimal Choice and Assignment
• Remarks on the Secretary Problem
• The Best Choice Problem for a Random Number of Objects
• Duration of a secretary problem
• Exact results for a secretary problem
• Optimal selection of stochastic intervals under a sum constraint
• Sequential selection of an increasing subsequence from a sample of random size
• OPTIMAL SELECTION OF THE k-TH BEST CANDIDATE
• The postdoc variant of the secretary problem
• Optimal Stopping of a Random Sequence with Unknown Distribution
• Uniformly Bounded Regret in the Multisecretary Problem
• Odds -theorem and monotonicity
• A multiple optimal stopping rule for sums of independent random variables
• Optimal Stopping with Rank-Dependent Loss
• Beat the Mean: Sequential Selection by Better Than Average Rules
• Optimal Sequential Procedures when More Than one Stop is Required
• Optimal Stopping
• A Sequential Stochastic Assignment Problem
• Dynamic Programming and Decision Theory

This page was built for publication: A unified approach for solving sequential selection problems