Optimal cutoffs and success probabilities for
ProvedClassicalSecretary.optimal_tableoptimal-stoppingprobabilitysecretary-problem
For the cutoff in the table below is optimal, i.e. , and equals the exact rational value shown. Each value rounds to the decimal entry of the source table.
| 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | |
|---|---|---|---|---|---|---|---|---|---|---|
| 1 | 1 | 2 | 2 | 3 | 3 | 3 | 4 | 4 | 4 | |
| source | 1.000 | 0.500 | 0.500 | 0.458 | 0.433 | 0.428 | 0.414 | 0.410 | 0.406 | 0.399 |
These are concrete checks of the model and of the cutoff formula.
Formalization Note The source gives decimals rounded to three places. The statement uses the exact values obtained from the cutoff formula. For both and are optimal, and the table lists .
Preamble
import Mathlib import Definitions.Def_ClassicalSecretary_Model open Finset Filter Topology
Formal statement
namespace ClassicalSecretary
theorem optimal_table :
(successProb 1 (cutoffRule 1) = optimalProb 1 ∧ optimalProb 1 = 1) ∧
(successProb 2 (cutoffRule 1) = optimalProb 2 ∧ optimalProb 2 = 1 / 2) ∧
(successProb 3 (cutoffRule 2) = optimalProb 3 ∧ optimalProb 3 = 1 / 2) ∧
(successProb 4 (cutoffRule 2) = optimalProb 4 ∧ optimalProb 4 = 11 / 24) ∧
(successProb 5 (cutoffRule 3) = optimalProb 5 ∧ optimalProb 5 = 13 / 30) ∧
(successProb 6 (cutoffRule 3) = optimalProb 6 ∧ optimalProb 6 = 77 / 180) ∧
(successProb 7 (cutoffRule 3) = optimalProb 7 ∧ optimalProb 7 = 29 / 70) ∧
(successProb 8 (cutoffRule 4) = optimalProb 8 ∧ optimalProb 8 = 459 / 1120) ∧
(successProb 9 (cutoffRule 4) = optimalProb 9 ∧ optimalProb 9 = 341 / 840) ∧
(successProb 10 (cutoffRule 4) = optimalProb 10 ∧ optimalProb 10 = 3349 / 8400) := by sorry
end ClassicalSecretary
Source
Wikipedia, "Secretary problem", https://en.wikipedia.org/wiki/Secretary_problem, section "Deriving the optimal policy", table of optimal thresholds r and probabilities P for n = 1, …, 10.
Human review
Confirmed by the mission captain (proposal self-audit).
Confirmed by the moderator at approval.