Cooperative Stopping Rules in Multivariate Problems

DOI10.1081/SQA-200027054MaRDI QIDQ3155701zbMATH OpenFDO

Authors Hagit Glickman

Publication date 18 January 2005

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1081/SQA-200027054

zbMATH Keywords

finite and infinite horizonhouse-selling problemmaximization of functions of expected valuemulticriteria stopping problemmultivariate stopping rulepreference function

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic processes (60G99) Optimal stopping in statistics (62L15)

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Cites work

• A best-choice problem with multiple selectors
• Equilibrium Points in a Game Related to the Best Choice Problem
• scientific article; zbMATH DE number 3369559 (Why is no real title available?)
• Monotone stopping games
• Multiple buying or selling with vector offers
• On a class of best-choice problems
• Optimal cooperative stopping rules for maximization of the product of the expected stopped values
• Optimal multivariate stopping rules
• Optimal Persistence Policies
• Replacement of periodically inspected equipment. (An optimal optional stopping rule)

Cited in

(11)

• Optimal cooperative stopping rules for maximization of the product of the expected stopped values
• On multilateral hierarchical dynamic decisions
• A fuzzy perceptive value for multi-variate stopping problem with a monotone rule
• Baxter-Chacon topology and optimality for multivariate multiple stopping problems
• An optimal sequential procedure for a buying-selling problem with independent observations
• scientific article; zbMATH DE number 3943511 (Why is no real title available?)
• Optimal multivariate stopping rules
• scientific article; zbMATH DE number 4121143 (Why is no real title available?)
• House-hunting without second moments
• Optimal stopping problem with a vector-valued reward function
• A multiple optimal stopping rule for sums of independent random variables

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