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 …

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 …

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 …

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 …

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 …

[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 …

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 …

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 …

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 …

Ultimatum deadlines

W Tang, JN Bearden, I Tsetlin - Management Science, 2009 - pubsonline.informs.org
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 …