Secretary problem with vanishing objects

Сергей Иванович Доценко, Sergey Dotsenko, Георгий Шевченко, Georgiy Shevchenko
2020 Mathematical Game Theory and Applications  
We consider a version of the secretary problem where elements may vanish during the selection and become unchoosable. We construct a selection strategy and identify the probability to select the best element, which turns out to be asymptotically maximal as number of elements increases indefinitely. As an auxiliary result of independent interest we establish large deviation probability estimates for sums of independent variables with distinct geometric distribution.
doi:10.17076/mgta_2020_2_16 fatcat:d4coibg7tjbhbmxpdchayc35ga