On a Class of Secretary Problems

Anthony G. Mucci

doi:10.1214/aop/1176996936

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Home > Journals > Ann. Probab. > Volume 1 > Issue 3 > Article

June, 1973 On a Class of Secretary Problems

Anthony G. Mucci

Ann. Probab. 1(3): 417-427 (June, 1973). DOI: 10.1214/aop/1176996936

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Abstract

Asymptotic forms for the optimal expected payoffs (minimal costs) for a generalized class of "Secretary" problems are investigated by an analysis of a related family of differential equations. A class of unbounded payoff functions with bounded expected payoffs is determined and methods for generating the expected payoffs are developed.