Optimal multivariate stopping rules

DOI10.1239/JAP/1032265217zbMath0937.60040OpenAlexW2056884010MaRDI QIDQ4228271

David Assaf, Ester Samuel-Cahn

Publication date: 28 May 2000

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/3b7ebcf143c509151c4965d88c7eed7684f5dfd5

zbMATH Keywords

prophet inequalitiesfinite and infinite horizoncooperative stopping rulemaximization of expected valueoptimal choice set

Mathematics Subject Classification ID

Cooperative games (91A12) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15) Probabilistic games; gambling (91A60)

Related Items (3)

Cooperative Stopping Rules in Multivariate Problems ⋮ Optimal cooperative stopping rules for maximization of the product of the expected stopped values ⋮ Optimal Stopping Problem with a Vector-Valued Reward Function

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