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

DOI10.1016/J.JMAA.2011.02.019MaRDI QIDQ549791zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

additive prophet inequalitymultiparameter optimal stopping

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 67295 (Why is no real title available?)
• scientific article; zbMATH DE number 862533 (Why is no real title available?)
• Additive Comparisons of Stop Rule and Supremum Expectations of Uniformly Bounded Independent Random Variables
• Discrete multiarmed bandits and multiparameter processes
• Markov strategies for optimal control problems indexed by a partially ordered set
• Optimal stopping and supermartingales over partially ordered sets
• Prophet Inequalities and Order Selection in Optimal Stopping Problems
• Prophet inequalities for finite stage multiparameter optimal stopping problems
• Prophet inequalities for parallel processes
• Prophet inequalities for two-parameter optimal stopping problems
• Prophet region for independent random variables with a discount factor
• Ratio comparisons of supremum and stop rule expectations
• Stopping rules and tactics for processes indexed by a directed set
• Two parameter optimal stopping and bi-Markov processes

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
• scientific article; zbMATH DE number 67297 (Why is no real title available?)

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