Strategies for Sequential Search and Selection in Real Time.
Samuels, Stephen M.
Strategies for Sequential Search and Selection in Real Time. - 1st ed. - 1 online resource (258 pages) - Contemporary Mathematics ; v.125 . - Contemporary Mathematics .
Intro -- Contents -- Preface -- Generalizations of the Classical Secretary Problem -- Optimal Selection, Learning and Machine Implementation -- Maximizing the Duration of Owning a Relatively Best Object -- On a Best Choice Problem Related to the Poisson Process -- The Secretary Problem: Optimal Selection from Two Streams of Candidates -- On the Game of Googol as the Secretary Problem -- Sequential Scheduling, Search, and Bandit Problems -- A Markov Decision Model of a Search Process -- Properties of Optimal Strategies in the Poisson Version of the Two-armed Bandit Problem with Two Hypotheses -- Multiprocessor Scheduling and the Sequential Assignment Problem -- Multi-Criteria and Competitive Problems -- Two-person Non-zero-sum Sequential Games with Priorities -- Best-choice Problems with Dependent Criteria -- Multicriteria Extensions of the Best Choice Problem: Sequential Selection without Linear Order -- On a Separation of a Stopping Game Problem for Standard Brownian Motion -- Prophet Inequalities, Records and Extreme Values -- Multivariate Prophet Inequalities for Negatively Dependent Random Vectors -- A Survey of Prophet Inequalities in Optimal Stopping Theory -- A Prophet Inequality Related to the Secretary Problem -- Comparisons of Optimal Stopping Values and Expected Suprema for i.i.d. r.v.'s with Costs and Discounting -- An All-at-once Proof of Ignatov's Theorem -- Games Against a Prophet.
9780821877135
Stochastic processes -- Congresses.
Electronic books.
QA274.A1 -- A48 1990eb
519.2
Strategies for Sequential Search and Selection in Real Time. - 1st ed. - 1 online resource (258 pages) - Contemporary Mathematics ; v.125 . - Contemporary Mathematics .
Intro -- Contents -- Preface -- Generalizations of the Classical Secretary Problem -- Optimal Selection, Learning and Machine Implementation -- Maximizing the Duration of Owning a Relatively Best Object -- On a Best Choice Problem Related to the Poisson Process -- The Secretary Problem: Optimal Selection from Two Streams of Candidates -- On the Game of Googol as the Secretary Problem -- Sequential Scheduling, Search, and Bandit Problems -- A Markov Decision Model of a Search Process -- Properties of Optimal Strategies in the Poisson Version of the Two-armed Bandit Problem with Two Hypotheses -- Multiprocessor Scheduling and the Sequential Assignment Problem -- Multi-Criteria and Competitive Problems -- Two-person Non-zero-sum Sequential Games with Priorities -- Best-choice Problems with Dependent Criteria -- Multicriteria Extensions of the Best Choice Problem: Sequential Selection without Linear Order -- On a Separation of a Stopping Game Problem for Standard Brownian Motion -- Prophet Inequalities, Records and Extreme Values -- Multivariate Prophet Inequalities for Negatively Dependent Random Vectors -- A Survey of Prophet Inequalities in Optimal Stopping Theory -- A Prophet Inequality Related to the Secretary Problem -- Comparisons of Optimal Stopping Values and Expected Suprema for i.i.d. r.v.'s with Costs and Discounting -- An All-at-once Proof of Ignatov's Theorem -- Games Against a Prophet.
9780821877135
Stochastic processes -- Congresses.
Electronic books.
QA274.A1 -- A48 1990eb
519.2