Continuity Properties of Optimal Multiple Stopping Value

DOI10.1080/07362994.2010.482824MaRDI QIDQ3580102zbMATH OpenOpenAlexFDO

Authors Teruo Tanaka

Publication date 11 August 2010

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07362994.2010.482824

zbMATH Keywords

convergence in distributionlower semicontinuityoptimal multiple stoppingprophet inequalitytriangular function

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

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Cited in

(7)

• All adapted topologies are equal
• Lower semicontinuity property of multiparameter optimal stopping value and its application to multiparameter prophet inequalities
• The accessibility and multiple filtration structure for discrete time multiparameter optimal multiple stopping problems
• scientific article; zbMATH DE number 3854111 (Why is no real title available?)
• Continuity Properties of Optimal Stopping Value
• scientific article; zbMATH DE number 123653 (Why is no real title available?)
• Triangular function and continuity property of multiparameter optimal stopping value

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