The Infinite Secretary Problem as the Limit of the Finite Problem
Gianini, Jacqueline
Ann. Probab., Tome 5 (1977) no. 6, p. 636-644 / Harvested from Project Euclid
In a recent paper by J. Gianini and S. M. Samuels an "infinite secretary problem" was formulated: an infinite, countable sequence of rankable individuals (rank 1 = best) arrive at times which are independent and uniformly distributed on [0, 1]. As they arrive, only their relative ranks with respect to their predecessors can be observed. Given an increasing cost function $q(\bullet)$, let $\nu$ be the minimum, among all stopping rules, of the mean of the function $q$ of the actual rank of the individual chosen. Let $\nu(n)$ be the corresponding minimum for a finite secretary problem with $n$ individuals. Then $\lim \nu(n) = \nu$.
Publié le : 1977-08-14
Classification:  Optimal stopping rules,  convergence,  60G40
@article{1176995775,
     author = {Gianini, Jacqueline},
     title = {The Infinite Secretary Problem as the Limit of the Finite Problem},
     journal = {Ann. Probab.},
     volume = {5},
     number = {6},
     year = {1977},
     pages = { 636-644},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176995775}
}
Gianini, Jacqueline. The Infinite Secretary Problem as the Limit of the Finite Problem. Ann. Probab., Tome 5 (1977) no. 6, pp.  636-644. http://gdmltest.u-ga.fr/item/1176995775/