scientific article
From MaRDI portal
Publication:4012005
zbMATH Open0751.60042MaRDI QIDQ4012005FDOQ4012005
Robert P. Kertz, D. P. Kennedy
Publication date: 27 September 1992
Title of this publication is not available (Why is that?)
Central limit and other weak theorems (60F05) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)
Cited In (5)
- Approximation of optimal stopping problems.
- STOP RULE AND SUPREMUM COMPARISONS FOR I.I.D. SEQUENCES OF EXPONENTIAL AND UNIFORM RANDOM VARIABLES
- Minimax stopping times for I.I.D. Random variables
- On-line selection of an acceptable pair
- Prophet Inequalities for I.I.D. Random Variables with Random Arrival Times
Recommendations
- Optimal stopping-related inequalities for i.i.d. random variables when the future is discounted π π
- On the optimal stopping values induced by general dependence structures π π
- Additive comparisons of stopping values and supremum values for finite stage multiparameter stochastic processes π π
- Limit theorems for suprema, threshold-stopped random variables and last exits of i.i.d. random variables with costs and discounting, with applications to optimal stopping π π
- Comparisons of optimal stopping values and prophet inequalities for negatively dependent random variables π π
- Optimal stopping with \(f\)-expectations: the irregular case π π
- An optimal stopping problem with finite horizon for sums of i.i.d. random variables π π
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4012005)