# Strategies for Sequential Search and Selection in Real Time

Share this page *Edited by *
*Stephen M. Samuels; Thomas S. Ferguson; F. Thomas Bruss*

This volume contains the proceedings of the AMS-IMS-SIAM 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. Forty-seven 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

## Strategies for Sequential Search and Selection in Real Time

- Contents v6 free
- Preface vii8 free
- Generalizations of the Classical Secretary Problem 110 free
- Optimal Selection, Learning and Machine Implementation 312
- Maximizing the Duration of Owning a Relatively Best Object 3746
- On a Best Choice Problem Related to the Poisson Process 5968
- The Secretary Problem: Optimal Selection from Two Streams of Candidates 6574
- On the Game of Googol as the Secretary Problem 7786

- Sequential Scheduling, Search, and Bandit Problems 8594
- Multi-Criteria and Competitive Problems 117126
- Prophet Inequalities, Records and Extreme Values 181190
- Multivariate Prophet Inequalities for Negatively Dependent Random Vectors 183192
- A Survey of Prophet Inequalities in Optimal Stopping Theory 191200
- A Prophet Inequality Related to the Secretary Problem 209218
- Comparisons of Optimal Stopping Values and Expected Suprema for i.i.d. r.v.'s with Costs and Discounting 217226
- An All-at-once Proof of Ignatov's Theorem 231240
- Games Against a Prophet 239248