Implement Comparable and sort/manipulate your Collection. 
For instance in your main code: 
Student bad = new Student("bad");
bad.setMarks(2);
Student meh = new Student("meh");
meh.setMarks(5);
Student good = new Student("good");
good.setMarks(10);
Student otherGood = new Student("otherGood");
otherGood.setMarks(10);
// initializes a Set of students
Set<Student> students = new HashSet<Student>();
// adds the students
students.add(meh);
students.add(bad);
students.add(good);
students.add(otherGood);
// prints the "best student"
System.out.println(Collections.max(students).getName());
// initializing Set of best students
List<Student> bestStudents = new ArrayList<Student>();
// finding best mark
int bestMark = Collections.max(students).getMarks();
// adding to best students if has best mark
for (Student s: students) {
    if (s.getMarks() == bestMark) {
        bestStudents.add(s);
    }
}
// printing best students
for (Student s: bestStudents) {
    System.out.println(s.getName());
}
Output: 
good
good
otherGood
... and here's a draft of your Student class:
public class Student implements Comparable<Student> {
    // we use encapsulation and set the fields' access to private
    private String name;
    private int age;
    private int marks;
    // we use encapsulation and have setters/getters/constructor access for the private fields
    public Student(String name) {
        this.name = name;
    }
    public String getName() {
        return name;
    }
    public int getMarks() {
        return marks;
    }
    public void setMarks(int marks) {
        this.marks = marks;
    }
    // TODO other setters/getters
    // here we implement the compareTo method and decide which int to return according to the "marks" field
    @Override
    public int compareTo(Student otherStudent) {
        if (marks < otherStudent.getMarks()) {
            return -1;
        }
        else if (marks > otherStudent.getMarks()) {
            return 1;
        }
        else {
            return 0;
        }
    }
You may also want to take a closer look at the documentation for the Comparable interface.