Prophet regions for look-ahead stopping rules for bounded random variables

DOI10.1080/07362998908809181zbMATH Open0677.62076OpenAlexW2054547709MaRDI QIDQ3833461FDOQ3833461

Authors: Frans Boshuizen 

Publication date: 1989

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

Full work available at URL: https://doi.org/10.1080/07362998908809181

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zbMATH Keywords

martingalesprophet regionsinfinite sequences of random variablesk-step look-ahead stopping rule

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
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• Expectation inequalities associated with prophet problems¹
• A maximal inequality for skew fields

Cited In (4)

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• Title not available (Why is that?)
• Limit theorems for threshold-stopped random variables with applications to optimal stopping
• An application of prophet regions to optimal stopping with a random number of observations

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