Moment-based minimax stopping functions for sequences of random variables
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Publication:1201894
DOI10.1016/0304-4149(92)90064-WzbMATH Open0763.60019MaRDI QIDQ1201894FDOQ1201894
Authors: Frans Boshuizen, Theodore P. Hill 
Publication date: 17 January 1993
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
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- scientific article; zbMATH DE number 3923916
Cites Work
- Title not available (Why is that?)
- Prophet Inequalities and Order Selection in Optimal Stopping Problems
- 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-optimal stop rules and distributions in secretary problems
- The advantage of using non-measurable stop rules
- Title not available (Why is that?)
- Selection of order of observation in optimal stopping problems
- Title not available (Why is that?)
- On the best order of observation in optimal stopping problems
- Minimax Stopping Rules when the Underlying Distribution is Uniform
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
- Title not available (Why is that?)
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