On a Class of Secretary Problems
Mucci, Anthony G.
Ann. Probab., Tome 1 (1973) no. 5, p. 417-427 / Harvested from Project Euclid
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Asymptotic forms for the optimal expected payoffs (minimal costs) for a generalized class of "Secretary" problems are investigated by an analysis of a related family of differential equations. A class of unbounded payoff functions with bounded expected payoffs is determined and methods for generating the expected payoffs are developed.
Publié le : 1973-06-14
Classification:  Optimal stopping times,  pay off,  60G40 
@article{1176996936,
     author = {Mucci, Anthony G.},
     title = {On a Class of Secretary Problems},
     journal = {Ann. Probab.},
     volume = {1},
     number = {5},
     year = {1973},
     pages = { 417-427},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176996936}
}

Mucci, Anthony G. On a Class of Secretary Problems. Ann. Probab., Tome 1 (1973) no. 5, pp.  417-427. http://gdmltest.u-ga.fr/item/1176996936/