Bounds for optimal stopping values of dependent random variables with given marginals
From MaRDI portal
Publication:5930652
DOI10.1016/S0167-7152(00)00220-0zbMath0979.62059MaRDI QIDQ5930652
Publication date: 18 February 2002
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-7152(00)00220-0
60G40: Stopping times; optimal stopping problems; gambling theory
62L15: Optimal stopping in statistics
Cites Work
- Orderings of optimal stopping values and prophet inequalities for certain multivariate distributions
- Comparisons of optimal stopping values and prophet inequalities for negatively dependent random variables
- The Existence of Probability Measures with Given Marginals
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