On the best order of observation in optimal stopping problems

DOI10.2307/3214107zbMATH Open0628.60055OpenAlexW2314738173MaRDI QIDQ3764971FDOQ3764971

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

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zbMATH Keywords

order selectionoptimal orderingorder equivalencecomputationally efficient methods

Mathematics Subject Classification ID

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

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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