Prophet inequalities for two-parameter optimal stopping problems
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Publication:5437796
DOI10.1080/02522667.2007.10699735zbMATH Open1132.60037OpenAlexW2075560031MaRDI QIDQ5437796FDOQ5437796
Publication date: 28 January 2008
Published in: Journal of Information and Optimization Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02522667.2007.10699735
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Cites Work
- Discrete multiarmed bandits and multiparameter processes
- Title not available (Why is that?)
- Markov strategies for optimal control problems indexed by a partially ordered set
- Stopping rules and tactics for processes indexed by a directed set
- Prophet inequalities for parallel processes
- Two parameter optimal stopping and bi-Markov processes
- Ratio comparisons of supremum and stop rule expectations
- Optimal stopping and supermartingales over partially ordered sets
Cited In (6)
- Additive comparisons of stopping values and supremum values for finite stage multiparameter stochastic processes
- A prophet inequality for \(L^p\)-bounded dependent random variables
- Title not available (Why is that?)
- Lower semicontinuity property of multiparameter optimal stopping value and its application to multiparameter prophet inequalities
- Prophet inequalities for finite stage multiparameter optimal stopping problems
- Prophet inequalities for cost of observation stopping problems
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