Twenty Beautiful Women

[David Sternlight]

Here's another:

Twenty beautiful women are to pass before you, one by one (or 20 handsome
men). You see only one at a time. You cannot speak to them. After seeing
any one, you must pick her or reject her. If you reject her, you cannot
change your mind. If you pick her the exercise terminates.

What is the optimal strategy for insuring you get the most beautiful woman
possible under the circumstances?

David