A combinatorial proof for the secretary problem with multiple choices
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The Secretary problem is a classical sequential decision-making question that can be succinctly described as follows: a set of rank-ordered applicants are interviewed sequentially for a single position. Once an applicant is interviewed, an immediate and irrevocable decision is made if the person is to be offered the job or not and only applicants observed so far can be used in the decision process. The problem of interest is to identify the stopping rule that maximizes the probability of hiring the highest-ranked applicant. A multiple-choice version of the Secretary problem, known as the Dowry problem, assumes that one is given a fixed integer budget for the total number of selections allowed to choose the best applicant. It has been solved using tools from dynamic programming and optimal stopping theory. We provide the first combinatorial proof for a related new query-based model for which we are allowed to solicit the response of an expert to determine if an applicant is optimal. Since the selection criteria differ from those of the Dowry problem we obtain nonidentical expected stopping times. Our result indicates that an optimal strategy is the (a_s, a_s-1, …, a_1)-strategy, i.e., for the i^th selection, where 1 ≤ i ≤ s and 1 ≤ j = s+1-i ≤ s, we reject the first a_j applicants, wait until the decision of the (i-1)^th selection (if i ≥ 2), and then accept the next applicant whose qualification is better than all previously appeared applicants. Furthermore, our optimal strategy is right-hand based, i.e., the optimal strategies for two models with s_1 and s_2 selections in total (s_1 < s_2) share the same sequence a_1, a_2, …, a_s_1 when it is viewed from the right. When the total number of applicants tends to infinity, our result agrees with the thresholds obtained by Gilbert and Mosteller.
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