most recent 30 from http://mathoverflow.net 2013-05-22T11:56:25Z http://mathoverflow.net/feeds/question/61248 http://www.creativecommons.org/licenses/by-nc/2.5/rdf http://mathoverflow.net/questions/61248/any-tips-on-finding-generating-functions-from-recurrence-relations-involving-mini Jeff Burdges 2011-04-11T00:10:39Z 2011-04-11T00:10:39Z

<p>Any general tips on or examples of finding interesting generating functions from recurrence relations involving minimization and maximization?</p> <p>I'd imagine the case with one term of a minimization or maximization being constant is already interesting, presumably that covers pricing American style options, although no solution has jumped out at me yet.</p> <p>I'm most curious about interesting generating functions for recurrences involving minimization or maximization over multiple non-constant but not terribly complex terms however. </p>