The secretary problem with biased arrival order via a Mallows distribution
Abstract
We solve the secretary problem in the case that the ranked items arrive in a statistically biased order rather than in uniformly random order. The bias is given by a Mallows distribution with parameter , so that higher ranked items tend to arrive later and lower ranked items tend to arrive sooner. In the classical problem, the asymptotically optimal strategy is to reject the first items, where , and then to select the first item ranked higher than any of the first items (if such an item exists). This yields as the limiting probability of success. The Mallows distribution with parameter is the uniform distribution. For the regime , with , the case of weak bias, the optimal strategy occurs with , with the limiting probability of success being . For the regime , with and , the case of moderate bias, the optimal strategy occurs with , with the limiting probability of success being . For fixed , the case of strong bias, the optimal strategy occurs with where , with limiting probability of success being .
Keywords
Cite
@article{arxiv.2111.00567,
title = {The secretary problem with biased arrival order via a Mallows distribution},
author = {Ross G. Pinsky},
journal= {arXiv preprint arXiv:2111.00567},
year = {2021}
}
Comments
There was a mix-up between the permutation and the inverse permutation at one stage in the proof of Theorem 2. This has been corrected