Uncertainty and Probability Secretary Problem

Ambiguous Secretary Problem

Reformulation in Adapted Payoffs

problem:Xis not adapted

takeXn= minP∈PEP[Zn|Y 1 ,...,Yn]

by the law of iterated expectations and the optional sampling theorem

(both require time–consistency)

infPEPZτ= infPEPXτfor all stopping timesτ