The Two-Sided Game of Googol*

被引:0
|
作者
Correa, Jose [1 ]
Cristi, Andres [1 ]
Epstein, Boris [2 ]
Soto, Jose [3 ,4 ]
机构
[1] Univ Chile, Dept Ind Engn, Santiago 8320000, Chile
[2] Columbia Business Sch, Decis Risk & Operat Div, New York, NY 10027 USA
[3] Univ Chile, Dept Math Engn, Santiago 8320000, Chile
[4] Univ Chile, Ctr Math Modeling CNRS IRL 2807, Santiago 8320000, Chile
关键词
optimal stopping; prophet inequalities; data-driven decision making; secretary problem; sampling; SUPREMUM EXPECTATIONS; STOP RULE; MAXIMUM;
D O I
暂无
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
The secretary problem or game of Googol are classic models for online selection problems. In this paper we consider a variant of the problem and explore its connections to datadriven online selection. Specifically, we are given n cards with arbitrary non-negative numbers written on both sides. The cards are randomly placed on n consecutive positions on a table, and for each card, the visible side is also selected at random. The player sees the visible side of all cards and wants to select the card with the maximum hidden value. To this end, the player flips the first card, sees its hidden value and decides whether to pick it or drop it and continue with the next card. We study algorithms for two natural objectives: maximizing the probability of selecting the maximum hidden value, and maximizing the expectation of the selected hidden value. For the former objective we obtain a simple Our main contribution is to set up a model allowing to transform probabilistic optimal stopping problems into purely combinatorial ones. For instance, we can apply our results to obtain lower bounds for the single sample prophet secretary problem.
引用
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页数:37
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