Conditions for Quasi-Stationarity of the Bayes Rule in Selection Problems with an Unknown Number of Rankable Options

摘要: In the so called secretary problem, if an unknown number N of options arrive at i.i.d. times with a known continuous distribution, then only geometric, among proper distributions on N, has property that stopping risk depends just elapsed time and not arrivals far. But even such prior, optimal rule may, in general, depend The is closely related to policy Gianini Samuels infinite except for linear change scale which parameter loss function.