Moment-based minimax stopping functions for sequences of random variables

DOI10.1016/0304-4149(92)90064-WMaRDI QIDQ1201894zbMATH OpenFDO

Authors Frans Boshuizen, Theodore P. Hill

Publication date 17 January 1993

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

optimal stoppingorder selectionminimax stopping timesworst-case distributions

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40)

Recommendations

• Minimax stopping times for I.I.D. Random variables
• Optimal stopping problems with generalized objective functions
• Bounds for optimal stopping values of dependent random variables with given marginals
• Selection of order of observation in optimal stopping problems
• scientific article; zbMATH DE number 3923916

Cites work

• scientific article; zbMATH DE number 3923916 (Why is no real title available?)
• scientific article; zbMATH DE number 3619082 (Why is no real title available?)
• scientific article; zbMATH DE number 3369559 (Why is no real title available?)
• Additive Comparisons of Stop Rule and Supremum Expectations of Uniformly Bounded Independent Random Variables
• Comparisons of stop rule and supremum expectations of i.i.d. random variables
• Minimax Stopping Rules when the Underlying Distribution is Uniform
• Minimax-optimal stop rules and distributions in secretary problems
• On the best order of observation in optimal stopping problems
• Prophet Inequalities and Order Selection in Optimal Stopping Problems
• Selection of order of observation in optimal stopping problems
• The advantage of using non-measurable stop rules

Cited in

(8)

• RISK MINIMIZATION IN OPTIMAL STOPPING PROBLEM AND APPLICATIONS
• Moments of Random Sums and Robbins' Problem of Optimal Stopping
• Minimax stopping times for I.I.D. Random variables
• Limit theorems for threshold-stopped random variables with applications to optimal stopping
• Upper and lower bounds of optimal stopping for a random sequence: the case of finite horizon
• Conditions for quasi-stationarity of the Bayes rule in selection problems with an unknown number of rankable options
• Optimal stopping of a random sequence with unknown distribution
• scientific article; zbMATH DE number 4115649 (Why is no real title available?)

This page was built for publication: Moment-based minimax stopping functions for sequences of random variables

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1201894)