A Survey of The Secretary Problem Algorithms

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Ahmadi Moughari, Fatemeh | 2016

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Type of Document: M.Sc. Thesis
Language: Farsi
Document No: 49141 (02)
University: Sharif University of Technology
Department: Mathematical Sciences
Advisor(s): Foroughmand Araabi, Mohammad Hadi
Abstract:
The ”Secretary Problem” is an easy model of online decision making unedr uncertainty, in which a small company intends to hire a new employee. It interviews with the applicants and after each interview, it should make a decision based on the information of the interviewees seen so for and without any knowledge of further applicants. The goal is to design a strategy of decision making with which the probability of choosing the best one is maximized.The secretary problem is not restricted to the issue of hiring an employee. It is advantageous in various areas such as economy,management, marriage and etc. The span of its utility makes it an intriguing problem that attracts the attention of many people in many felds. In this thesis we aim to present a survey of concepts, extensions of this problem along with diﬀerent approaches proposed to solve it. Moreover for some of its extensions, we propose novel strategies and also prove that our strategies are optimal
Keywords:
Optimal Stopping Rule ; Dynamic Programming ; Optimal Stopping Rule ; Secretary Problem ; Online Decision Making Under Uncertainty ; Prophet Inequality