Comparison of stop rule and maximum expectations for finite sequences of exchangeable random variables

DOI10.1080/07362999108809222zbMath0733.60057OpenAlexW2009217753MaRDI QIDQ3359502

Robert P. Kertz, John H. Elton

Publication date: 1991

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

Full work available at URL: https://doi.org/10.1080/07362999108809222

zbMATH Keywords

stopping ruleexchangeable random variables

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Stopping times; optimal stopping problems; gambling theory (60G40) Exchangeability for stochastic processes (60G09)

Related Items (3)

Prophet inequalities for averages of independent non-negative random variables ⋮ Expectation inequalities associated with prophet problems¹ ⋮ Continuity Properties of Optimal Stopping Value

Cites Work

• Stop rule and supremum expectations of i.i.d. random variables: A complete comparison by conjugate duality
• Comparisons of stop rule and supremum expectations of i.i.d. random variables
• Uses of exchangeability
• Semiamarts and finite values
• Convex Analysis
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