Abstract
We solve the secretary problem in the case that the ranked items arrive in a statistically biased order rather than in uniformly random order. The bias is given by a Mallows distribution with parameter q∈(0,1), so that higher ranked items tend to arrive later and lower ranked items tend to arrive sooner. In the classical problem, the asymptotically optimal strategy is to reject the first Mn⁎ items, where [Formula presented], and then to select the first item ranked higher than any of the first Mn⁎ items (if such an item exists). This yields [Formula presented] as the limiting probability of success. The Mallows distribution with parameter q=1 is the uniform distribution. For the regime [Formula presented], with c>0, the case of weak bias, the optimal strategy occurs with [Formula presented], with the limiting probability of success being [Formula presented]. For the regime [Formula presented], with c>0 and α∈(0,1), the case of moderate bias, the optimal strategy occurs with [Formula presented], with the limiting probability of success being [Formula presented]. For fixed q∈(0,1), the case of strong bias, the optimal strategy occurs with Mn⁎=n−L where [Formula presented], with limiting probability of success being [Formula presented].
| Original language | English |
|---|---|
| Article number | 102386 |
| Pages (from-to) | 102386 |
| Number of pages | 1 |
| Journal | Advances in Applied Mathematics |
| Volume | 140 |
| DOIs | |
| State | Published - Sep 2022 |
Keywords
- Inversions
- Mallows distribution
- Optimal stopping
- Secretary problem
All Science Journal Classification (ASJC) codes
- Applied Mathematics