Secretary problem and two almost the same consecutive applicants

DOI10.14708/MA.V50I2.7143MaRDI QIDQ6175904zbMATH OpenFDO

Authors Josef Rukavicka

Publication date 25 July 2023

Published in Mathematica Applicanda (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2106.11244

zbMATH Keywords

probability gamessecretary problemstopping rulethreshold strategies

Mathematics Subject Classification ID

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

Abstract: We present a new variant of the secretary problem. Let $A$ be a totally ordered set of $n$ emph{applicants}. Given $PsubseteqA$ and $xinA$, let $rr(P,x)=vertzinPmidzleqxvertmbox$ be the emph{relative rank of} $x$ emph{with regard to} $P$, and let $r{r}_n(x)=rr(A,x)$. Let $x_1,x_2,dots,x_{n}inA$ be a random sequence of distinct applicants. The aim is to select $1<jleqn$ such that $r{r}_n(x_{j-1})-r{r}_n(x_j)in-1,1$. Let $alpha$ be a real constant with $0<alpha<1$. Suppose the following stopping rule $a{u}_n(alpha)$: reject first $alphan$ applicants and then select the first $x_j$ such that $rr(P_j,x_{j-1})-rr(P_j,x_j)in-1,1$, where $P_j=x_{i}mid1leqileqj$. Let $p_{n,au}(alpha)$ be the probability that $a{u}_n(alpha)$ selects $x_j$ such that $r{r}_n(x_{j-1})-r{r}_n(x_j)in-1,1$. We show that [lim_{n ightarrowinfty}p_{n, au}(alpha)leq lim_{n ightarrowinfty}p_{n, au}left(frac{1}{2} ight)=frac{1}{2}mbox{.}]

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Cited in

(1)

• Two measures of efficiency for the secretary problem with multiple items at each rank

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