Differential Equations and Optimal Choice Problems

Anthony G. Mucci

doi:10.1214/aos/1193342386

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January, 1973 Differential Equations and Optimal Choice Problems

Anthony G. Mucci

Ann. Statist. 1(1): 104-113 (January, 1973). DOI: 10.1214/aos/1193342386

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.

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Anthony G. Mucci. "Differential Equations and Optimal Choice Problems." Ann. Statist. 1 (1) 104 - 113, January, 1973. https://doi.org/10.1214/aos/1193342386