Ratio comparisons of supremum and stop rule expectations

DOI10.1007/BF00535745MaRDI QIDQ3886583zbMATH OpenOpenAlexFDO

Authors Theodore P. Hill, Robert P. Kertz

Publication date 1981

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00535745

zbMATH Keywords

stop rulesratio comparisons

Mathematics Subject Classification ID

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

Cites work

• scientific article; zbMATH DE number 3369559 (Why is no real title available?)
• Amarts: A class of asymptotic martingales. A: Discrete parameter
• Semiamarts and finite values

Cited in

(17)

• Additive comparisons of stopping values and supremum values for finite stage multiparameter stochastic processes
• Prophet inequalities for two-parameter optimal stopping problems
• Why is one choice different?
• Prophet Regions for Independent [0, 1]-Valued Random Variables with Random Discounting
• Stop Rule Inequalities for Uniformly Bounded Sequences of Random Variables
• Extremal distributions for the prophet region in the independent case
• Lower semicontinuity property of multiparameter optimal stopping value and its application to multiparameter prophet inequalities
• Expectation inequalities associated with prophet problems¹
• Prophet regions and sharp inequalities for pth absolute moments of martingales
• Stop rule and supremum expectations of i.i.d. random variables: A complete comparison by conjugate duality
• Prophet inequalities for finite stage multiparameter optimal stopping problems
• Continuity Properties of Optimal Multiple Stopping Value
• Prophet-type inequalities for multi-choice optimal stopping
• An application of prophet regions to optimal stopping with a random number of observations
• Prophet Inequalities and Order Selection in Optimal Stopping Problems
• Prophet inequalities for averages of independent non-negative random variables
• Additive Comparisons of Stop Rule and Supremum Expectations of Uniformly Bounded Independent Random Variables

This page was built for publication: Ratio comparisons of supremum and stop rule expectations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3886583)