eBook ISBN:  9780821877135 
Product Code:  CONM/125.E 
List Price:  $125.00 
MAA Member Price:  $112.50 
AMS Member Price:  $100.00 
eBook ISBN:  9780821877135 
Product Code:  CONM/125.E 
List Price:  $125.00 
MAA Member Price:  $112.50 
AMS Member Price:  $100.00 

Book DetailsContemporary MathematicsVolume: 125; 1992; 248 ppMSC: Primary 60
This volume contains the proceedings of the AMSIMSSIAM Joint Summer Research Conference on Strategies for Sequential Search and Selection in Real Time, held in June 1990 at the University of Massachusetts at Amherst. The conference focused on problems related to sequential observation of random variables and selection of actions in real time. Fortyseven researchers from twelve countries attended the conference.
The eighteen papers collected here span four broad topics. The first five papers deal with selection problems in which the reward or cost depends on the observations only through their ranks; such problems have come to be called secretary problems. The next group of papers focuses on sequential search, bandit problems, and scheduling. These are followed by four papers on multicriteria and competitive problems, and the volume ends with four papers on prophet inequalities, records, and extreme values. Aimed at graduate students and researchers in mathematics and statistics, this book will provide readers with a feeling for the breadth and depth of contemporary research in these areas.

Table of Contents

Generalizations to the Classical Secretary Problem [ MR 1160606 ]

F. Thomas Bruss — Optimal selection, learning and machine implementation [ MR 1160607 ]

T. S. Ferguson, J. P. Hardwick and M. Tamaki — Maximizing the duration of owning a relatively best object [ MR 1160608 ]

Alexander V. Gnedin and Minoru Sakaguchi — On a best choice problem related to the Poisson process [ MR 1160609 ]

Z. Govindarajulu — The secretary problem: optimal selection from two streams of candidates [ MR 1160610 ]

Stephen Silverman and Arthur Nádas — On the game of googol as the secretary problem [ MR 1160611 ]

Sequential Scheduling, Search, and Bandit Problems [ MR 1160606 ]

Eugene A. Feinberg — A Markov decision model of a search process [ MR 1160612 ]

È. L. Presman — Properties of optimal strategies in the Poisson version of the twoarmed bandit problem with two hypotheses [ MR 1160613 ]

Rhonda Righter — Multiprocessor scheduling and the sequential assignment problem [ MR 1160614 ]

MultiCriteria and Competitive Problems [ MR 1160606 ]

Elżbieta Z. Ferenstein — Twoperson nonzerosum sequential games with priorities [ MR 1160615 ]

Thomas S. Ferguson — Bestchoice problems with dependent criteria [ MR 1160616 ]

Alexander V. Gnedin — Multicriteria extensions of the best choice problem: sequential selection without linear order [ MR 1160617 ]

Masami Yasuda — On a separation of a stopping game problem for standard Brownian motion [ MR 1160618 ]

Prophet Inequalities, Records and Extreme Values [ MR 1160606 ]

Frans Boshuizen — Multivariate prophet inequalities for negatively dependent random vectors [ MR 1160619 ]

Theodore P. Hill and Robert P. Kertz — A survey of prophet inequalities in optimal stopping theory [ MR 1160620 ]

Theodore P. Hill and Ulrich Krengel — A prophet inequality related to the secretary problem [ MR 1160621 ]

D. P. Kennedy and R. P. Kertz — Comparisons of optimal stopping values and expected suprema for i.i.d. r.v.’s with costs and discounting [ MR 1160622 ]

Stephen M. Samuels — An allatonce proof of Ignatov’s theorem [ MR 1160623 ]

Norbert J. Schmitz — Games against a prophet [ MR 1160624 ]


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This volume contains the proceedings of the AMSIMSSIAM Joint Summer Research Conference on Strategies for Sequential Search and Selection in Real Time, held in June 1990 at the University of Massachusetts at Amherst. The conference focused on problems related to sequential observation of random variables and selection of actions in real time. Fortyseven researchers from twelve countries attended the conference.
The eighteen papers collected here span four broad topics. The first five papers deal with selection problems in which the reward or cost depends on the observations only through their ranks; such problems have come to be called secretary problems. The next group of papers focuses on sequential search, bandit problems, and scheduling. These are followed by four papers on multicriteria and competitive problems, and the volume ends with four papers on prophet inequalities, records, and extreme values. Aimed at graduate students and researchers in mathematics and statistics, this book will provide readers with a feeling for the breadth and depth of contemporary research in these areas.

Generalizations to the Classical Secretary Problem [ MR 1160606 ]

F. Thomas Bruss — Optimal selection, learning and machine implementation [ MR 1160607 ]

T. S. Ferguson, J. P. Hardwick and M. Tamaki — Maximizing the duration of owning a relatively best object [ MR 1160608 ]

Alexander V. Gnedin and Minoru Sakaguchi — On a best choice problem related to the Poisson process [ MR 1160609 ]

Z. Govindarajulu — The secretary problem: optimal selection from two streams of candidates [ MR 1160610 ]

Stephen Silverman and Arthur Nádas — On the game of googol as the secretary problem [ MR 1160611 ]

Sequential Scheduling, Search, and Bandit Problems [ MR 1160606 ]

Eugene A. Feinberg — A Markov decision model of a search process [ MR 1160612 ]

È. L. Presman — Properties of optimal strategies in the Poisson version of the twoarmed bandit problem with two hypotheses [ MR 1160613 ]

Rhonda Righter — Multiprocessor scheduling and the sequential assignment problem [ MR 1160614 ]

MultiCriteria and Competitive Problems [ MR 1160606 ]

Elżbieta Z. Ferenstein — Twoperson nonzerosum sequential games with priorities [ MR 1160615 ]

Thomas S. Ferguson — Bestchoice problems with dependent criteria [ MR 1160616 ]

Alexander V. Gnedin — Multicriteria extensions of the best choice problem: sequential selection without linear order [ MR 1160617 ]

Masami Yasuda — On a separation of a stopping game problem for standard Brownian motion [ MR 1160618 ]

Prophet Inequalities, Records and Extreme Values [ MR 1160606 ]

Frans Boshuizen — Multivariate prophet inequalities for negatively dependent random vectors [ MR 1160619 ]

Theodore P. Hill and Robert P. Kertz — A survey of prophet inequalities in optimal stopping theory [ MR 1160620 ]

Theodore P. Hill and Ulrich Krengel — A prophet inequality related to the secretary problem [ MR 1160621 ]

D. P. Kennedy and R. P. Kertz — Comparisons of optimal stopping values and expected suprema for i.i.d. r.v.’s with costs and discounting [ MR 1160622 ]

Stephen M. Samuels — An allatonce proof of Ignatov’s theorem [ MR 1160623 ]

Norbert J. Schmitz — Games against a prophet [ MR 1160624 ]