Additive comparisons of stopping values and supremum values for finite stage multiparameter stochastic processes

DOI10.1016/j.jmaa.2011.02.019zbMath1236.60043OpenAlexW2026322928MaRDI QIDQ549791

Teruo Tanaka

Publication date: 18 July 2011

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2011.02.019

zbMATH Keywords

additive prophet inequalitymultiparameter optimal stopping

Mathematics Subject Classification ID

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

Cites Work

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• Prophet region for independent random variables with a discount factor
• Markov strategies for optimal control problems indexed by a partially ordered set
• Stopping rules and tactics for processes indexed by a directed set
• Discrete multiarmed bandits and multiparameter processes
• Prophet inequalities for parallel processes
• Prophet inequalities for finite stage multiparameter optimal stopping problems
• Two parameter optimal stopping and bi-Markov processes
• Prophet Inequalities and Order Selection in Optimal Stopping Problems
• Ratio comparisons of supremum and stop rule expectations
• Optimal stopping and supermartingales over partially ordered sets
• Additive Comparisons of Stop Rule and Supremum Expectations of Uniformly Bounded Independent Random Variables
• Prophet inequalities for two-parameter optimal stopping problems

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