×

zbMATH — the first resource for mathematics

Two-population secretary problems. (English) Zbl 0709.62074
The author considers six versions of the secretary problem, combining the features full-information, no-information and partial information with two different ways to split the population into two groups (classification before and after selection, respectively). The problems are mainly described in terms of their dynamic programming equation; moreover some of them are shown to be of the monotone type, where the optimal strategy turns out to be a one-step-look-ahead rule.
The main goal of the paper is to classify some well-known selection problems within this set of two-population problems, to indicate similarities among them, and thus to provide interesting new directions for the extension of secretary problems.
Reviewer: F.T.Bruss

MSC:
62L15 Optimal stopping in statistics
60G40 Stopping times; optimal stopping problems; gambling theory
90C90 Applications of mathematical programming
PDF BibTeX XML Cite