Baxter-Chacon topology and optimality for multivariate multiple stopping problems

DOI10.1080/09720510.2005.10701155MaRDI QIDQ3374810zbMATH OpenOpenAlexFDO

Authors Teruo Tanaka

Publication date 22 February 2006

Published in Journal of Statistics and Management Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/09720510.2005.10701155

zbMATH Keywords

optimal multivariate stoppingrandomized multiple stopping

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Random fields (60G60) Optimal stopping in statistics (62L15)

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Cited in

(3)

• The accessibility and multiple filtration structure for discrete time multiparameter optimal multiple stopping problems
• Baxter-Chacon topology and vector-valued optimal stopping problems
• Baxter-Chacon topology and optimality for multivariate stopping of two-parameter stochastic processes

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