The secretary problem and its extensions: A review
PR Freeman - … Statistical Review/Revue Internationale de Statistique, 1983 - JSTOR
The Secretary Problem and Its Extensions: A Review Page 1 International Statistical Review, 51
(1983), pp. 189-206. Longman Group Limited/Printed in Great Britain ? International Statistical …
(1983), pp. 189-206. Longman Group Limited/Printed in Great Britain ? International Statistical …
Who solved the secretary problem?
TS Ferguson - Statistical science, 1989 - projecteuclid.org
In Martin Gardner's Mathematical Games column in the February 1960 issue of Scientific
American, there appeared a simple problem that has come to be known today as the …
American, there appeared a simple problem that has come to be known today as the …
Sequential decision making with relative ranks: An experimental investigation of the" secretary problem"
DA Seale, A Rapoport - Organizational behavior and human decision …, 1997 - Elsevier
The" secretary problem" models a class of optimal stopping decision tasks in which the
binary decision to either stop or continue the search only depends on relative ranks. We …
binary decision to either stop or continue the search only depends on relative ranks. We …
Optimal trade execution in illiquid markets
E Bayraktar, M Ludkovski - Mathematical Finance: An …, 2011 - Wiley Online Library
We study optimal trade execution strategies in financial markets with discrete order flow. The
agent has a finite liquidation horizon and must minimize price impact given a random …
agent has a finite liquidation horizon and must minimize price impact given a random …
The secretary problem with an unknown number of options
TJ Stewart - Operations Research, 1981 - pubsonline.informs.org
A method of selecting the best element from a random sequence of unknown length is
investigated. By assuming that the arrival times of the elements are independent identically …
investigated. By assuming that the arrival times of the elements are independent identically …
[PDF][PDF] Maximizing the duration of owning a relatively best object
TS Ferguson, JP Hardwick… - Strategies for Sequential …, 1992 - tomsferguson.com
A version of the secretary problem in which the objective is to maximize the time of
possession of a relatively best object is treated. The basic no-information model is related to …
possession of a relatively best object is treated. The basic no-information model is related to …
The full-information best choice problem with a random number of observations
Z Porosiński - Stochastic processes and their applications, 1987 - Elsevier
The full-information best choice problem with a random number of observations is
considered. N iid random variables with a known continuous distribution are observed …
considered. N iid random variables with a known continuous distribution are observed …
On an optimal selection problem of Cowan and Zabczyk
FT Bruss - Journal of Applied Probability, 1987 - cambridge.org
Cowan and Zabczyk (1978) have studied a continuous-time generalization of the so-called
secretary problem, where options arise according to a homogeneous Poisson processes of …
secretary problem, where options arise according to a homogeneous Poisson processes of …
A unified approach to a class of optimal selection problems with an unknown number of options
FT Bruss, SM Samuels - The Annals of Probability, 1987 - JSTOR
In the so-called secretary problem, if an unknown number, N, of options arrive at iid times
with a known continuous distribution, then ignorance of how many options there are …
with a known continuous distribution, then ignorance of how many options there are …
Ultimatum deadlines
An important characteristic of any offer is the deadline at which it expires. We consider an
ultimatum deadline game in which the proposer's decision variable is the offer deadline …
ultimatum deadline game in which the proposer's decision variable is the offer deadline …