论文标题
一种用于计算渐近性的新方法，导致最佳停止问题
A new method for computing asymptotic results in optimal stopping problems
论文作者
论文摘要
在本文中，我们提出了一种用于计算最佳阈值的渐近值的新方法，以及最佳停止问题序列成功的可能性。该方法基于一阶线性微分方程的分辨率，可以在许多情况下系统地获得这些值。例如，我们讨论了著名秘书问题的九种变体，其中包括有关该主题的文献中出现的经典问题，以及其他四个未出版的内容。
In this paper, we present a novel method for computing the asymptotic values of both the optimal threshold, and the probability of success in sequences of optimal stopping problems. This method, based on the resolution of a first-order linear differential equation, makes it possible to systematically obtain these values in many situations. As an example, we address nine variants of the well-known secretary problem, including the classical one, that appear in the literature on the subject, as well as four other unpublished ones.
