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A Secretary Problem with a Sliding Window for Recalling Applicants (1508.07931v1)

Published 31 Aug 2015 in math.PR, cs.IT, math.CO, and math.IT

Abstract: The Sliding Window Secretary Problem allows a window of choices to the Classical Secretary Problem, in which there is the option to choose the previous $K$ choices immediately prior to the current choice. We consider a case of this sequential choice problem in which the interviewer has a finite, known number of choices and can only discern the relative ranks of choices, and in which every permutation of ranks is equally likely. We examine three cases of the problem: (i) the interviewer has one choice to choose the best applicant; (ii) the interviewer has one choice to choose one of the top two applicants; and (iii) the interviewer has two choices to choose the best applicant. The form of the optimal strategy is shown, the probability of winning as a function of the window size is derived, and the limiting behavior is discussed for all three cases.

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