Abstract
Asymptotic forms for the optimal payoff and optimal stop rule for a generalized class of "secretary" problems are obtained by the analysis of a related family of ordinary differential equations.
Citation
Anthony G. Mucci. "Differential Equations and Optimal Choice Problems." Ann. Statist. 1 (1) 104 - 113, January, 1973. https://doi.org/10.1214/aos/1193342386
Information
Published: January, 1973
First available in Project Euclid: 25 October 2007
zbMATH: 0256.60021
MathSciNet: MR383668
Digital Object Identifier: 10.1214/aos/1193342386
Rights: Copyright © 1973 Institute of Mathematical Statistics