Efficient stopping of a random series of partially ordered points
暂无分享,去创建一个
The now classical secretary problem ([1],p.51,[2],p.35–39) can be described as follows: Consider n objects numbered l,2,…,n so that the object with the number 1 is classified as the best, the object numbered 2 is the second-best and so on. The objects successively arrive in a random order; this means that all n! permutations are equally probable. Given two objects we can decide which one is better, but their numbers still remain unknown.
[1] E. Lehmann. Testing Statistical Hypotheses , 1960 .
[2] K. Knopp. Theorie und Anwendung der Unendlichen Reihen , 1924 .
[3] David Siegmund,et al. Great expectations: The theory of optimal stopping , 1971 .
[4] Albert N. Shiryaev,et al. Optimal Stopping Rules , 1980, International Encyclopedia of Statistical Science.