Differential Equations and Optimal Choice Problems
Mucci, Anthony G.
Ann. Statist., Tome 1 (1973) no. 2, p. 104-113 / Harvested from Project Euclid
Text on Project Euclid
PDF
Alt PDF
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.
Publié le : 1973-01-14
Classification:  
@article{1193342386,
     author = {Mucci, Anthony G.},
     title = {Differential Equations and Optimal Choice Problems},
     journal = {Ann. Statist.},
     volume = {1},
     number = {2},
     year = {1973},
     pages = { 104-113},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1193342386}
}

Mucci, Anthony G. Differential Equations and Optimal Choice Problems. Ann. Statist., Tome 1 (1973) no. 2, pp.  104-113. http://gdmltest.u-ga.fr/item/1193342386/