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I got this questions which is quite interesting, I am in a museum, there are 100 rooms (numbered from 1 to 100) in this museum and each room has a picture in it. I go visit each room in the increasing order, but I can't go back in a room that I have already visited. When I am in a room I can steal the picture, earn his value and I have to go out of the museum (meaning that I only can steal one picture and when I am in the room 100 I am forced to steal the picture) or I can leave the picture here and move to the other room. What is your strategy in order to optimize the money you will earn.

Hint : I have assume that the price of the picture follows a uniform distribution from 1 to to 100. Enjoy

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closed as off-topic by Kiwiakos, Quantopik, SmallChess, Bob Jansen Dec 10 '15 at 5:59

  • This question does not appear to be about quantitative finance within the scope defined in the help center.
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    $\begingroup$ I'm voting to close this question as off-topic because it has nothing to do with QF $\endgroup$ – Kiwiakos Dec 9 '15 at 23:14
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    $\begingroup$ I believe this is called the Sultan's Dowry Problem, sometimes the Secretary Problem. (or is isomorphic to those). It is a known problem in stopping theory. $\endgroup$ – Alex C Dec 10 '15 at 0:23

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