This paper characterizes the optimal strategy for searching for the best outcome among alternative sources with different characteristics. The optimal strategy is an elementary reservation price rule, where each source is assigned a reservation price based on its expected value and search cost. The selection rule is to search next the unsampled source with the highest reservation price. The stopping rule is to terminate search when the maximum sampled reward exceeds the reservation price of every unsampled source. This simple characterization of an optimal policy is the main result of the paper. The paper also discusses the implications of this strategy in various economic contexts, including the evaluation of two alternative technologies for producing ergs. The analysis shows that even though one technology has a higher expected reward, the optimal sequential strategy is to first evaluate the technology with the higher potential reward. The paper concludes that the reservation price rule provides a straightforward way to determine the optimal search strategy, and that this rule is robust to changes in the probability distribution of rewards. The paper also discusses the limitations of the model and the importance of considering the specific characteristics of each search opportunity.This paper characterizes the optimal strategy for searching for the best outcome among alternative sources with different characteristics. The optimal strategy is an elementary reservation price rule, where each source is assigned a reservation price based on its expected value and search cost. The selection rule is to search next the unsampled source with the highest reservation price. The stopping rule is to terminate search when the maximum sampled reward exceeds the reservation price of every unsampled source. This simple characterization of an optimal policy is the main result of the paper. The paper also discusses the implications of this strategy in various economic contexts, including the evaluation of two alternative technologies for producing ergs. The analysis shows that even though one technology has a higher expected reward, the optimal sequential strategy is to first evaluate the technology with the higher potential reward. The paper concludes that the reservation price rule provides a straightforward way to determine the optimal search strategy, and that this rule is robust to changes in the probability distribution of rewards. The paper also discusses the limitations of the model and the importance of considering the specific characteristics of each search opportunity.