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arXiv · 1902.10163

Weighted games of best choice

Brant Jones
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Abstract

The game of best choice (also known as the secretary problem) is a model for sequential decision making with a long history and many variations. The classical setup assumes that the sequence of candidate rankings are uniformly distributed. Given a statistic on the symmetric group, one can instead weight each permutation according to an exponential function in the statistic. We play the game of best choice on the Ewens and Mallows distributions that are obtained in this way from the number of left-to-right maxima and number of inversions in the permutation, respectively. For each of these, we give the optimal strategy and probability of winning. Moreover, we introduce a general class of permutation statistics that always produces games of best choice whose optimal strategies are positional, which simplifies their analysis considerably.

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Brant Jones. 2019-11-05. Weighted games of best choice. https://arxiv.org/abs/1902.10163

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