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Theory and Method

Optimal Selection from a Random Sequence with Learning of the Underlying Distribution

Pages 775-780 | Received 01 Apr 1977, Published online: 05 Apr 2012

References

  • Chow , Y. S. , Moriguti , S. , Robbins , H. and Samuels , S. M. 1964 . “Optimal Selection Based on Relative Rank,” . Israel Journal of Mathematics , 2 : 81 – 90 .
  • Robbins , Herbert and Siegmund , David . 1971 . Great Expectations: The Theory of Optimal Stopping , New York : Houghton-Mifflin Co. .
  • DeGroot , Morris H. 1968 . “Some Problems of Optimal Stopping,” . Journal of the Royal Statistical Society , 30 : 108 – 122 . Ser. B
  • DeGroot , Morris H. 1970 . Optimal Statistical Decisions , New York : McGraw-Hill Book Co. .
  • Gilbert , John P. and Mosteller , Frederick . 1966 . “Recognizing the Maximum of a Sequence,” . Journal of the American Statistical Association , 61 : 35 – 73 .
  • Sakaguchi , Minoru . 1961 . “Dynamic Programming of Some Sequential Sampling Design,” . Journal of Mathematical Analysis and Applications , 2 : 446 – 466 .
  • Smith , M. H. and Deely , J. J. 1975 . “A Secretary Problem with Finite Memory,” . Journal of the American Statistical Association , 70 : 357 – 361 .
  • Yahav , Joseph A. 1966 . “On Optimal Stopping,” . Annals of Mathematical Statistics , 37 : 30 – 35 .
  • Yang , Mark C. K. 1974 . “Recognizing the Maximum of a Random Sequence Based on Relative Rank with Backward Solicitation,” . Journal of Applied Probability , 11 : 504 – 512 .
  • Zellner , Arnold . 1971 . An Introduction to Bayesian Inference in Econometrics , New York : John Wiley & Sons .

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