RefDoc
Haut

Faire une nouvelle recherche
Make a new search
Lancer la recherche


Titre du document / Document title

The secretary problem : Minimizing the expected rank with I.I.D. random variables

Auteur(s) / Author(s)

ASSAF D. (1) ; SAMUEL-CAHN E. (1) ;

Affiliation(s) du ou des auteurs / Author(s) Affiliation(s)

(1) The Hebrew University of Jerusalem, ISRAEL

Résumé / Abstract

n candidates, represented by n i.i.d. continuous random variables X1,...,Xn with known distribution arrive sequentially, and one of them must be chosen, using a non-anticipating stopping rule. The objective is to minimize the expected rank (among the ranks of X1,..., Xn) of the candidate chosen, where the best candidate, i.e. the one with smallest X-value, has rank one, etc. Let the value of the optimal rule be Vn, and lim Vn = V. We prove that V > 1.85. Limiting consideration to the class of threshold rules of the form tn = min {k: Xk ≤ ak} for some constants ak, let Wn be the value of the expected rank for the optimal threshold rule, and lim Wn = W. We show 2.295 < W < 2.327.

Revue / Journal Title

Advances in applied probability    ISSN  0001-8678   CODEN AAPBBD 

Source / Source

1996, vol. 28, no3, pp. 828-852 (9 ref.)

Langue / Language

Anglais

Editeur / Publisher

Applied Probability Trust, Sheffield, ROYAUME-UNI  (1969) (Revue)

Mots-clés anglais / English Keywords

Failure rate

;

Stopping rule

;

Secretary problem

;

Variational calculus

;

Random variable

;

Optimal stopping

;

Minimization

;

Mots-clés français / French Keywords

Taux défaillance

;

Règle arrêt

;

Problème secrétaire

;

Calcul variationnel

;

Variable aléatoire

;

Arrêt optimal

;

Minimisation

;

Mots-clés espagnols / Spanish Keywords

Porcentaje falla

;

Regla parada

;

Problema secretario

;

Cálculo de variaciones

;

Variable aléatoria

;

Interrupción óptima

;

Minimización

;

Localisation / Location

INIST-CNRS, Cote INIST : 14363, 35400006633102.0110

Nº notice refdoc (ud4) : 3259597



Faire une nouvelle recherche
Make a new search
Lancer la recherche
Bas