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
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