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A study on the best choice problem based on the ranks of observations

Research Project

Project/Area Number 10680439
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeSingle-year Grants
Section一般
Research Field 社会システム工学
Research InstitutionAichi University

Principal Investigator

TAMAKI Mitsuhi  Aichi University, Dept. of Business Administration, Professor, 経営学部, 教授 (40121876)

Co-Investigator(Kenkyū-buntansha) OHNO Katsuhisa  Nagoya Institute of Technology, Dept. of Engineering, Professor, 工学部, 教授 (50026118)
Project Period (FY) 1998 – 2001
Project Status Completed (Fiscal Year 2001)
Budget Amount *help
¥2,700,000 (Direct Cost: ¥2,700,000)
Fiscal Year 2001: ¥500,000 (Direct Cost: ¥500,000)
Fiscal Year 2000: ¥500,000 (Direct Cost: ¥500,000)
Fiscal Year 1999: ¥800,000 (Direct Cost: ¥800,000)
Fiscal Year 1998: ¥900,000 (Direct Cost: ¥900,000)
Keywordssecretary problem / best choice problem / optimal stopping / relative rank / dynamic programming / multiple choice / rank minimization / probability maximization / optimal selection / urn problem / ballot problem / random walk / multiple choril / optiomal selection / optiomal stopping / rdativl rank
Research Abstract

In 1998 and 1999, we mainly studied the secretary problem with rank-dependent rejection probability. The main result is summarized in Section 2.6. The rank minimization problem with refusal is considered in Section 2.7. The problem considered in Section 2.5 also falls into the category of the problem with refusal. Boyce's urn problem, a model of bond-selling problem, is modified as a problem of stopping on the maximum of the trajectory with maximum probability. This is analyzed in Section 2.12. The versions of the so called duration problem, which is concerned with maximizing the expected duration of keeping the relatively best applicant, are considered in Sections 2.2 and 2.3. A multiple-choice secretary problem with a random number of applicants is considered in Section 2.4..
In 2000, the problems we considered are probabilistic interpretation of an identity related to the Stirling number of the first kind and an optimal stopping problem related to the random walk. The results are given in Sections 2.8 and 2.10 respectively.
In 2001, Bruss odds theorem is generalized to cover the case with uncertain selection. A multiple-choice secretary problem with partial recall whose objective is to minimize the total expected ranks of the applicants chosen is still under consideration. However, its partial result is given in Section 7 of the survey paper given in Section 2.14. Sections 2.1,2.9 and 2.13 are devoted to some related problems.

Report

(5 results)
  • 2001 Annual Research Report   Final Research Report Summary
  • 2000 Annual Research Report
  • 1999 Annual Research Report
  • 1998 Annual Research Report
  • Research Products

    (53 results)

All Other

All Publications (53 results)

  • [Publications] Mitsushi Tamaki: "A note on the distribution of the time of the first k-record index"Probability in the Engineering and Information Sciences. 12. 321-323 (1998)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] Muci Hu: "A continuous time duration problem with an unknown number of options"Mathematica Japonica. 48. 233-237 (1998)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] Mitsushi Tamaki: "Multiple choice problems related to the duration of the secretary problem"京都大学数理解析研究所講究録. 1068. 75-86 (1998)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] Mitsushi Tamaki: "A multiple choice secretary problem with a random number of objects"京都大学数理解析研究所講究録. 1079. 68-77 (1999)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] 玉置光司: "拒否確率と考慮した最良選択問題の決定列の導出"愛知大学経営総合科学. 72. 23-31 (1999)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] Mitsushi Tamaki: "On a generalization of the secretary problem with uncertain selection"J. Operations Research Society of Japan. 43. 219-243 (2000)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] Mitsushi Tamaki: "Minimal expected ranks for the secretary problems with uncertain selection"Lecture Notes-Monograph Series, Institute of Mathematical Statistics. 35. 127-139 (2000)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] 玉置光司: "A note on an identity related to the Sterling number of the first kind"愛知経営論集. 142. 83-87 (2000)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] 川合益代: "応募者数が一般化された一様分布に従う秘書問題"京都大学数理解析研究所考究録. 1194. 129-134 (2001)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] Mitsushi Tamaki: "Optimal stopping related to the random walk"京都大学数理解析研究所考究録. 1194. 149-155 (2001)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] Mitsushi Tamaki: "A note on the odds theorem"京都大学数理解析研究所考究録. 1241. 166-170 (2001)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] Mitsushi Tamaki: "Optimal stopping on trajectories and the ballot problem"J. Applied Probability. 38. (2001)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] Masayo Kawai: "Choosing either the best on the second best when the number of applicants is random"Computers and Mathematics with Applications.

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] 玉置光司: "秘書問題の最近の展開"日本応用数理学会誌応用数理. (2002)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] Mitsushi Tamaki: "A note on the distribution of the time of the first k-record index."Probability in the Engineering and Informational Sciences. Vol. 12. 321-323 (1998)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] Muci Hu: "A continuous time duration problem with an unknown number of options."Mathematica Japonica. Vol. 48. 233-237 (1998)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] Mitsushi Tamaki: "Multiple choice problems related to the duration of the secretary problem."Kokyuroku, Research Institute for Mathematical Sciences, Kyoto University. 1068. 75-86 (1998)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] Mitsushi Tamaki: "Multiple choice secretary problem with a random number of objects."Kokyuroku, Research Institute for Mathematical Sciences, Kyoto University. 1079. 68-77 (1999)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] Mitsushi Tamaki: "The derivation of a decision sequence for an optimal selection problem with rejection probability."Keiei Sogo Kagaku, Aichi University. 72. 23-31 (1999)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] Mitsushi Tamaki: "On a generalization of the secretary problem with uncertain selection."Journal of Operations Research Society of Japan. Vol. 43. 219-243 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] Mitsushi Tamaki: "Minimal expected ranks for the secretary problems with uncertain selection (Papers in honor of Thomas S. Ferguson, Eds. F.T. Bruss and L.Le Cam)."Lecture Notes-Monograph Series, Institute of Mathematical Statistics. Vol. 35. 127-139 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] Mitsushi Tamaki: "A note on an identity related to the Stirling number of the first kind."Keiei Ronsyu, Aichi University. 142. 83-87 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] Masuyo Kawai: "On a secretary problem when the number of observations is uniformly distributed."Kokyuroku, Research Institute for Mathematical Sciences, Kyoto University. 1194. 129-134 (2001)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] Mitsushi Tamaki: "Optimal stopping related to the random walk."Kokyuroku, Research Institute for Mathematical Sciences, Kyoto University. 1194. 149-155 (2001)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] Mitsushi Tamaki: "A note on the odds theorem."Kokyuroku, Research Institute for Mathematical Sciences, Kyoto University. 1241. 166-170 (2001)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] Mitsushi Tamaki: "Optimal stopping on trajectories and the ballot problem."Journal of Applied Probability. Vol. 38. (2001)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] Masuyo Kawai: "Choosing either the best or the second best when the number of applicants is random."Computers and Mathematics with Application. (to appear).

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] Mitsushi Tamaki: "Recent development of the secretary problem."Japan SIAM. (to appear).

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] 玉置 光司: "Optimal stopping related to the random walk"京都大学数理解析研究所考究録. 1194号. 149-155 (2001)

    • Related Report
      2001 Annual Research Report
  • [Publications] 玉置 光司: "Optimal stopping on trajectories and the ballet problem"J of Applied Probability. 38巻4号(未定). (2001)

    • Related Report
      2001 Annual Research Report
  • [Publications] 玉置 光司: "A note on the odds theorem"京都大学数理解析研究所考究録. 1241号. 166-170 (2001)

    • Related Report
      2001 Annual Research Report
  • [Publications] 川合 益代: "応募者数が一般化された一様分布に従う秘書問題"京都大学数理解析研究所考究録. 1194号. 129-134 (2001)

    • Related Report
      2001 Annual Research Report
  • [Publications] 川合 益代: "Choosing either the best or the second best when the number of applieants is random"Computers and Mathematics with Application. (未定).

    • Related Report
      2001 Annual Research Report
  • [Publications] 玉置 光司: "秘書問題の諸相と最近の展開"応用数理(岩波書店). 12巻4号(未定). (2002)

    • Related Report
      2001 Annual Research Report
  • [Publications] Mitsushi Tamaki: "A note on the distribution of the time of the first k-record index"Probability in the Engineering and Informational Sciences. 12. 321-323 (1998)

    • Related Report
      2000 Annual Research Report
  • [Publications] Mitsushi Tamaki: "Multiple choice problems related to the duration of the secretary problem"数理解析研究所講究録. 1068. 75-86 (1998)

    • Related Report
      2000 Annual Research Report
  • [Publications] 玉置光司: "拒否確率を考慮した最良選択問題の決定列の導出"経営総合科学(愛知大学紀要). 72号. 23-31 (1999)

    • Related Report
      2000 Annual Research Report
  • [Publications] 玉置光司: "Gusein-Zade問題の一般化"経営総合科学(愛知大学紀要). 74号. 37-49 (2000)

    • Related Report
      2000 Annual Research Report
  • [Publications] Mitsushi Tamaki & Katsuhisa Ohno: "On a Generalization of the secretary problem with uncertain selection"J.of the Operations Research Society of Japan. 43・1. 219-243 (2000)

    • Related Report
      2000 Annual Research Report
  • [Publications] 玉置光司: "Optimal stopping Problems related to the ballot problem"数理解析研究所講究録. 1174. 1-12 (2000)

    • Related Report
      2000 Annual Research Report
  • [Publications] Mitsushi Tamaki: "A note on an identity related to the stirling numher of the first kind"愛知経営論集(愛知大学紀要). 142. 83-87 (2000)

    • Related Report
      2000 Annual Research Report
  • [Publications] Masuyo Kawai & Mitsushi Tamaki: "Choosing either the best or the second best when the number of applicants is random"Proceedings of ASSM 2000. 118-125 (2000)

    • Related Report
      2000 Annual Research Report
  • [Publications] Mitsushi Tamaki: "Minimal Expected Ranks for secretary problems with uncertain selection"IMS-Lecture Note, Monagraph-Series (Vol 35) Game Theory, Optimal stopping, Probability and statistics. 127-139 (2000)

    • Related Report
      2000 Annual Research Report
  • [Publications] 玉置光司: "Optimal stopping related to the random walk"数理解析研究所講究録. (未定). (2001)

    • Related Report
      2000 Annual Research Report
  • [Publications] Mitsushi Tamaki: "A note on the distribution of the time of the first k-record index"Probability in the Engineering and Informational Sciences. 321-323 (1998)

    • Related Report
      1999 Annual Research Report
  • [Publications] Mitsushi Tamaki: "Multiple choice problems related to the duration of the secretary problem"数理解析研究所講究録. 75-86 (1998)

    • Related Report
      1999 Annual Research Report
  • [Publications] 玉置 光司: "拒否確率を考慮した最良選択問題の決定列の導出"経営総合科学. 72号. 23-31 (1999)

    • Related Report
      1999 Annual Research Report
  • [Publications] 玉置 光司: "Gusein-Zode問題の一般化"経営総合科学. 74号. 37-49 (2000)

    • Related Report
      1999 Annual Research Report
  • [Publications] 玉置 光司: "Record(記録)を科学する"

    • Related Report
      1999 Annual Research Report
  • [Publications] Mitsushi Tamaki: "On a generalization of the secretary problem with uncertain selaction"J.of the Operations Research Society of Japan. 43・1. (2000)

    • Related Report
      1999 Annual Research Report
  • [Publications] Mitsushi Tamaki: "A note on the distribution of the time of the first k-record index" Probability in the Engineering and Informational Sciences. 12. 321-323 (1998)

    • Related Report
      1998 Annual Research Report
  • [Publications] Mitsushi Tamaki: "Multiple choice problems related to the duration of the secietary problem" 数理解析研究所講演究録. 1068. 75-86 (1998)

    • Related Report
      1998 Annual Research Report
  • [Publications] 玉置光司: "拒否確率を考慮した最良選択問題の決定列の導出" 経営総合科学. 72. 23-31 (1999)

    • Related Report
      1998 Annual Research Report

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Published: 1998-04-01   Modified: 2016-04-21  

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