Optimal multivariate stopping rules

DOI10.1239/JAP/1032265217zbMATH Open0937.60040OpenAlexW2056884010MaRDI QIDQ4228271FDOQ4228271

Authors: 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

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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)

Cited In (8)

• Title not available (Why is that?)
• On multilateral hierarchical dynamic decisions
• Optimal cooperative stopping rules for maximization of the product of the expected stopped values
• Cooperative Stopping Rules in Multivariate Problems
• Continuity Properties of Optimal Multiple Stopping Value
• Uniformly best invariant stopping rules
• Optimal stopping problem with a vector-valued reward function
• Title not available (Why is that?)

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