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研究生: 周冠群
Chou, Guan-Chun
論文名稱: 雙人決策秘書問題的研究
A Variation of Two Decision Makers in a Secretary Problem
指導教授: 余清祥
Jack Yue, C.
學位類別: 碩士
Master
系所名稱: 理學院 - 應用數學系
Department of Mathematical Sciences
論文出版年: 2000
畢業學年度: 88
語文別: 中文
論文頁數: 40
中文關鍵詞: 秘書問題雙人決策者完整訊息預知下一步
外文關鍵詞: Secretary problem, Two decision makers, Full informtion, One-step look-ahead, Clairvoyant
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  • Chen, Rosenberg和Shepp(1997)的“雙人決策者的秘書問題“(A Secretary Problem with Two Decision Makers),探討在完整訊息(Full Information)與選擇次序不變的情況下,具有優先選擇權的決策者佔有較大優勢。這裡所謂的優勢意指在雙方最終選擇的大小為勝負條件所產生獲勝機率的比較。而本篇文章主要是延伸此一探討,意即在若不變動兩者選擇的次序,但賦予後選擇決策者較多資訊的條件下,能否平衡雙方的優劣勢。我們首先討論後決策者擁有預知下一步(One-step look-ahead)資訊能力的條件下,雙方優勢的改變;隨之若是在後決策者能預知完全資訊的情況下,是否能平衡雙方的優劣勢。而事實上,即便在後決策者擁有所有資訊的條件,仍無法完全改變此一情況;更進一步而言,先選擇決策者甚至在不知道後決策者已掌握了所有資訊的情況下,仍可佔有獲勝機率大於後決策者的優勢。這裡我們將提供理論與理論上的數值結果。


    Chen, Rosenberg, and Shepp (1997) considered a variation of the "secretary problem" in which the salary demands of a group of applicants are from a known and continuous distribution (i.e., full information case) and these applicants are interviewed sequentially by two managers, say, I and II. For every applicant. Manager I has the right to interview and hire him/her first. If Manager I rejects the applicant, Manager II can interview him/her. No recall is allowed when the applicant is rejected by both managers, and neither manager can interview and hire another applicant once he/she has hired an applicant. The manager who chooses the applicants with the lower salary wins the game. Chen et al. shows that manager I has bigger winning chance than manager II in the full information case.

    This study is to extend the paper by Chen et al., by giving extra information to manager H. In particular, suppose that manager II can look a few applicants ahead, i.e., he/she knows the salary demands of applicants before manager I interview them. However, under the full-information assumption, even if manager II is a clairvoyant, who claims to be able to see what will happen in the future, his/her winning probability is still less than that of manager I. We provide theoretical proof and simulation to confirm this result.

    封面頁
    證明書
    致謝詞
    論文摘要
    目錄
    第一章 前言
    第二章 雙人決策的秘書問題
    第一節 最佳策略
    第二節 獲勝機率
    第三章 決策者雙方獲勝機率之平衡
    第一節 後決策者能預知下一位應徵者的薪資要求
    第二節 最佳策略與k值極大的狀況
    第三節 後決策者已知所有的資訊
    第四章 結論與未來研究方向
    第一節 比較與推論
    第二節 未來研究方向
    參考文獻

    [1] Berry, D. A., Chen, R. W. and Rosenberg, B. (1997). “A secretary problem”, Technical Report.
    [2] Chen, R. W., Rosenberg, B. and Shepp, L. A. (1997). “A secretary problem with two decision makers”, Technical Report.
    [3] Chow, Y. S., Robbins, H., Moriguti, S., and Samuels, S. M. (1964). “Optimal selection based on relative rank (the “secretary problem”)”, Israel Journal of Mathematics 2, 81-90.
    [4] Ferguson, T. S. (1989). “Who solved the secretary problem?”, Statistical Science 4, 282-289
    [5] Frank, A. Q. and Samuels, S. M. (1980). “On an optimal stopping problem of Gusein-Zade”, Stochastic Processes and their Application 10, 299-311.
    [6] Gardner, M. (1960). “Mathematical games”, Scientific American 202, 135, 178.
    [7] Gilbert, J. and Mosteller, F. (1966). “Recognizing the maximum of a sequence”, Journal of American Statistical Association 61, 35-73.
    [8] Samuels, S. M. (1981). “Minimax stopping rules when the underlying distribution is uniform”, Journal of American Statistical Association 76, 188-197.
    [9] Samuels, S. M. (1991). “Secretary problems” In Handbook of Sequential Analysis (B. K. Ghosh and P. K. Sen, eds.). Dekker, New York.
    [10] Smith, M. H. and Deely, J. J. (1975). “A secretary problem with finite memory”, Journal of American Statistical Association 70, 357-361.

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