Lower bounds for bruss' odds problem with multiple stoppings

Tomomi Matsui, Katsunori Ano

研究成果: Article査読

6 被引用数 (Scopus)

抄録

This paper addresses Bruss' odds problem with multiple stopping chances. A decision maker sequentially observes a sequence of independent 0/1 (failure/success) random variables to correctly predict the last success with multiple stopping chances. First, we give a nontrivial lower bound of the probability of win (obtaining the last success) for the problem with m-stoppings. Next, we show that the asymptotic value for each classical secretary problem with multiple stoppings attains our lower bound. Finally, we prove a conjecture on the classical secretary problem, which gives a connection between the probability of win and the threshold values of the optimal stopping strategy.

本文言語English
ページ(範囲)700-714
ページ数15
ジャーナルMathematics of Operations Research
41
2
DOI
出版ステータスPublished - 2016 5月

ASJC Scopus subject areas

  • 数学 (全般)
  • コンピュータ サイエンスの応用
  • 経営科学およびオペレーションズ リサーチ

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