Additive comparisons of stopping values and supremum values for finite stage multiparameter stochastic processes
From MaRDI portal
Publication:549791
DOI10.1016/J.JMAA.2011.02.019zbMATH Open1236.60043OpenAlexW2026322928MaRDI QIDQ549791FDOQ549791
Authors: 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
Recommendations
- Optimal stopping problems with generalized objective functions
- Prophet inequalities for two-parameter optimal stopping problems
- Optimal stopping of independent random variables and maximizing prophets
- scientific article; zbMATH DE number 67295
- Why is one choice different?
- Simple ratio prophet inequalities for a mortal with multiple choices
- Prophet inequalities for parallel processes
- A difference prophet inequality for bounded i.i.d. variables, with cost for observations
- scientific article; zbMATH DE number 1064044
Cites Work
- Discrete multiarmed bandits and multiparameter processes
- Title not available (Why is that?)
- 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
- 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
- Prophet region for independent random variables with a discount factor
Cited In (4)
- Prophet inequalities for two-parameter optimal stopping problems
- Lower semicontinuity property of multiparameter optimal stopping value and its application to multiparameter prophet inequalities
- Prophet inequalities for finite stage multiparameter optimal stopping problems
- Title not available (Why is that?)
This page was built for publication: Additive comparisons of stopping values and supremum values for finite stage multiparameter stochastic processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q549791)
