Differential equations and optimal choice problems

Authors
Mucci, Anthony G.
Citation
G. Mucci, Anthony, Differential equations and optimal choice problems, Annals of statistics , 1(1), 1973, pp. 104-113
Journal title
Annals of statistics → ACNP
ISSN journal
00905364
Volume
1
Issue
1
Year of publication
1973
Pages
104 - 113
Database
ACNP
SICI code
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.