经典秘书问题的一个推广模型(英文)

A Generalized Model of Classical Secretary Problem

经典秘书问题是最优停止理论中的一个著名例子,属于一类序贯观察选择问题.其报酬函数仅与观察项的秩相关,而与观察项的实际值无关.现在一定假设条件下,将经典秘书问题推广,建立一个更有实际意义的模型.采用动态规划的方法得到该类模型的选择策略,为实际决策问题提供一种可供参考的方法.

The classical secretary problem is the typical one in the optimal stopping theory. It discusses sequential observations and selection problems in which the payoff depends on the observations only through their relative ranks and not otherwise on their actual values. In everyday life, a class of the deci- sion problem is similar to it. Under certain assumptions, a generalized model of the classical secretary problem is discussed. When there are groups of applicants applying for one item, unequal weights may be assigned to each group according to some prior information, the decision to accept or reject a group must be based only on the relative ranks of those groups interviewed so far, and a group once rejected cannot later be recalled. The object is to get the best group with the biggest probability. A simple heuris- tic solution is obtained by dynamic programming.