Differential Equations and Optimal Choice Problems
Open Access
- 1 January 1973
- journal article
- Published by Institute of Mathematical Statistics in The Annals of Statistics
- Vol. 1 (1) , 104-113
- https://doi.org/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.Keywords
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