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

DOI10.1080/07362998908809181MaRDI QIDQ3833461zbMATHOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 3538599 (Why is no real title available?)
• scientific article; zbMATH DE number 3369559 (Why is no real title available?)
• A maximal inequality for skew fields
• Expectation inequalities associated with prophet problems¹

Cited in

(4)

• scientific article; zbMATH DE number 2038136 (Why is no real title available?)
• An application of prophet regions to optimal stopping with a random number of observations
• Limit theorems for threshold-stopped random variables with applications to optimal stopping
• scientific article; zbMATH DE number 945269 (Why is no real title available?)

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