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5940概率困难数值题medium

Secretary With an Unknown Number of Candidates

题目

Candidates arrive one at a time in uniformly random order, but the TOTAL number N is itself random: N = 2 with probability 1/2 and N = 3 with probability 1/2, and you do not learn N in advance. After each arriving candidate you observe its rank relative to those seen so far and must irrevocably accept or pass; once the stream ends, if you never accepted you lose. You win only if the candidate you accept is the overall best of all N who arrived. Find the policy that maximizes the win probability and that probability.

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