A Unified Approach to a Class of Optimal Selection Problems with an Unknown Number of Options
Bruss, F. Thomas ; Samuels, Stephen M.
Ann. Probab., Tome 15 (1987) no. 4, p. 824-830 / Harvested from Project Euclid
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In the so-called secretary problem, if an unknown number, $N$, of options arrive at i.i.d. times with a known continuous distribution, then ignorance of how many options there are becomes almost irrelevant: The optimal rule for infinitely many options is shown to be minimax with respect to all possible distributions of $N$, nearly optimal whenever $N$ is likely to be large, and formal Bayes against a noninformative prior. These results hold whatever the loss function.
Publié le : 1987-04-14
Classification:  Best choice problem,  secretary problem,  minimax strategy,  Bayes strategy,  noninformative prior,  60G40 
@article{1176992175,
     author = {Bruss, F. Thomas and Samuels, Stephen M.},
     title = {A Unified Approach to a Class of Optimal Selection Problems with an Unknown Number of Options},
     journal = {Ann. Probab.},
     volume = {15},
     number = {4},
     year = {1987},
     pages = { 824-830},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176992175}
}

Bruss, F. Thomas; Samuels, Stephen M. A Unified Approach to a Class of Optimal Selection Problems with an Unknown Number of Options. Ann. Probab., Tome 15 (1987) no. 4, pp.  824-830. http://gdmltest.u-ga.fr/item/1176992175/