Prophet inequalities for two-parameter optimal stopping problems
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- Prophet inequalities for finite stage multiparameter optimal stopping problems
- scientific article; zbMATH DE number 67296
- scientific article; zbMATH DE number 67295
- Additive comparisons of stopping values and supremum values for finite stage multiparameter stochastic processes
- Prophet inequalities for parallel processes
Cites work
- Discrete multiarmed bandits and multiparameter processes
- scientific article; zbMATH DE number 862533 (Why is no real title available?)
- Markov strategies for optimal control problems indexed by a partially ordered set
- Optimal stopping and supermartingales over partially ordered sets
- Prophet inequalities for parallel processes
- Ratio comparisons of supremum and stop rule expectations
- Stopping rules and tactics for processes indexed by a directed set
- Two parameter optimal stopping and bi-Markov processes
Cited in
(6)- Prophet inequalities for cost of observation stopping problems
- Lower semicontinuity property of multiparameter optimal stopping value and its application to multiparameter prophet inequalities
- A prophet inequality for \(L^p\)-bounded dependent random variables
- Prophet inequalities for finite stage multiparameter optimal stopping problems
- scientific article; zbMATH DE number 67295 (Why is no real title available?)
- Additive comparisons of stopping values and supremum values for finite stage multiparameter stochastic processes
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