On the best order of observation in optimal stopping problems

DOI10.2307/3214107MaRDI QIDQ3764971zbMATH OpenOpenAlexFDO

Authors David Gilat

Publication date 1987

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3214107

zbMATH Keywords

order selectionoptimal orderingorder equivalencecomputationally efficient methods

Mathematics Subject Classification ID

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

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Cited in

(5)

• Selection of order of observation in optimal stopping problems
• Stoppping rules and ordered families of distributions
• Stochastic and convex orders and lattices of probability measures, with a martingale interpretation
• The Organ Pipe Permutation
• Moment-based minimax stopping functions for sequences of random variables

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