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Two-population secretary problems. II. (English) Zbl 0735.62077
The author continues his work on Two-Population Secretary Problems (TPSP). A TPSP is a best-choice problem without recall, where the decision maker is sequentially presented with options from two different populations. Unlike as in Part I [ibid., No. 5, 917-934 (1990; Zbl 0709.62074)], the objective is to select the relatively best in either of the populations, implying that both stopping time and stopping ”place” must be chosen. Combining different kinds of information about the options (no, partial, or full) with 2 orders of classification leads to 6 quite different problems, which are formulated and partially solved in the framework of dynamic programming.
Reviewer: F.T.Bruss

MSC:
62L15 Optimal stopping in statistics
60G40 Stopping times; optimal stopping problems; gambling theory
90C90 Applications of mathematical programming
90C39 Dynamic programming
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