Online algorithms for the secretary problem variant in trading achieve a tight strong competitive ratio of 4e²/(e²+1) ≈ 3.523 and a weak ratio of 2, with improved bounds of 1.83683 and 1.76239 for the zero-seller-price case.
In: Probability on Banach spaces, Adv
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Online Trading as a Secretary Problem Variant
Online algorithms for the secretary problem variant in trading achieve a tight strong competitive ratio of 4e²/(e²+1) ≈ 3.523 and a weak ratio of 2, with improved bounds of 1.83683 and 1.76239 for the zero-seller-price case.