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秘书问题:选最大嫁妆的最优策略

Choosing the Largest Dowry

专题
Probability / 概率
难度
L4

题目详情

The king, to test a candidate for the position of wise man, offers him a chance to marry the young lady in the court with the largest dowry. The amounts of the dowries are written on slips of paper and mixed. A slip is drawn at random and the wise man must decide whether that is the largest dowry or not. If he decides it is, he gets the lady and her dowry if he is correct; otherwise he gets nothing. If he decides against the amount written on the first slip, he must choose or refuse the next slip, and so on until he chooses one or else the slips are exhausted. In all, 100 attractive young ladies participate, each with a different dowry. How should the wise man make his decision?

In the previous problem the wise man has no information about the distribution of the numbers. In the next he knows exactly.

解析

这是经典最优停问题(秘书问题)。最优策略为:

  • 先观察前 rr 个候选人,一律不选,只记录其中最大嫁妆;
  • 从第 r+1r+1 个开始,遇到第一个超过此前所有人的就选;若一直没有则选最后一个。

当人数 n=100n=100 时,最优 rr 约为

rne37.\boxed{r\approx \frac{n}{e}\approx 37}.

该策略选到最大者的成功概率约为

1e0.368.\boxed{\frac{1}{e}\approx 0.368}.