In the sequential evaluation and selection problem with n applicants,
we assume that a decision maker has some prior information about each
applicant so that unequal weights may be assigned to each applicant ac
cording to his or her likelihood of being the best among all applicant
s. Assuming that the pre-assigned weights are available in advance, we
derive the optimal selection strategy that maximizes the probability
of selecting the best among all applicants. For the case where the dec
ision maker is permitted to rearrange the sequence in which applicants
are evaluated, we further propose a simple heuristic procedure to the
problem of optimally ordering the sequence of evaluations. Based on a
pairwise comparison matrix and a goal programming procedure, we also
propose a method that easily computes the weights in a practical situa
tion.