Variations of the secretary problem via Game Theory and Linear Programming
Melissa De Carvalho, Lucas Monteiro Chaves, Ricardo Martins de Abreu Silva, De Abreu Silva · Americanae (AECID Library) · 2008
Abstract. This paper presents models for three variants of the secretary problem based on a strategic form of zero-sum finite games for two players. Based on the minimax theorem for finite games, the problem of maximizing the minimum average payoff of a player, in spite of the strategies of the other player, is represented by a linear programming model, which solution using the simplex method presents not only one optimum strategy to the player, but validates some strategies also as optimal.