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Strategies for sequential search and selection in real time : proceedings of the AMS-IMS-SIAM joint summer research conference held June 21-27, 1990, with support from the National Science Foundation, the National Security Agency, and the Office of Naval Research / F. Thomas Bruss, Thomas S. Ferguson, Stephen M. Samuels, editors.
- Format:
- Book
- Conference/Event
- Conference Name:
- AMS-IMS-SIAM Joint Summer Research Conference in the Mathematical Sciences on the Strategies for Sequential Search and Selection in Real Time (1990 : University of Massachusetts, Amherst), issuing body.
- AMS-IMS-SIAM Joint Summer Research Conference in the Mathematical Sciences on the Strategies for Sequential Search and Selection in Real Time
- Series:
- Contemporary mathematics (American Mathematical Society) ; 125.
- Contemporary mathematics, 0271-4132 ; 125
- Language:
- English
- Subjects (All):
- Stochastic processes--Congresses.
- Stochastic processes.
- Physical Description:
- 1 online resource (258 p.)
- Edition:
- 1st ed.
- Other Title:
- Sequential search and selection in real time.
- Place of Publication:
- Providence, Rhode Island : American Mathematical Society, [1992]
- Language Note:
- English
- Summary:
- This volume contains the proceedings of the MS-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.
- Contents:
- ""Contents""; ""Preface""; ""Generalizations of the Classical Secretary Problem""; ""Optimal Selection, Learning and Machine Implementation""; ""Maximizing the Duration of Owning a Relatively Best Object""; ""On a Best Choice Problem Related to the Poisson Process""; ""The Secretary Problem: Optimal Selection from Two Streams of Candidates""; ""On the Game of Googol as the Secretary Problem""; ""Sequential Scheduling, Search, and Bandit Problems""; ""A Markov Decision Model of a Search Process""
- ""Properties of Optimal Strategies in the Poisson Version of the Two-armed Bandit Problem with Two Hypotheses""""Multiprocessor Scheduling and the Sequential Assignment Problem""; ""Multi-Criteria and Competitive Problems""; ""Two-person Non-zero-sum Sequential Games with Priorities""; ""Best-choice Problems with Dependent Criteria""; ""Multicriteria Extensions of the Best Choice Problem: Sequential Selection without Linear Order""; ""On a Separation of a Stopping Game Problem for Standard Brownian Motion""; ""Prophet Inequalities, Records and Extreme Values""
- ""Multivariate Prophet Inequalities for Negatively Dependent Random Vectors""""A Survey of Prophet Inequalities in Optimal Stopping Theory""; ""A Prophet Inequality Related to the Secretary Problem""; ""Comparisons of Optimal Stopping Values and Expected Suprema for i.i.d. r.v.'s with Costs and Discounting""; ""An All-at-once Proof of Ignatov's Theorem""; ""Games Against a Prophet""
- Notes:
- "The AMS-IMS-SIAM Joint Summer Research Conference in the Mathematical Sciences on the Strategies for Sequential Search and Selection in Real Time was held at the University of Massachusetts, Amherst"--T.p. verso.
- Includes bibliographical references.
- Description based on print version record.
- ISBN:
- 0-8218-7713-5
- 0-8218-5458-5
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