Orderings of optimal stopping values and prophet inequalities for certain multivariate distributions
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Cites work
- scientific article; zbMATH DE number 3369559 (Why is no real title available?)
- Comparison of threshold stop rules and maximum for independent nonnegative random variables
- Comparisons of optimal stopping values and prophet inequalities for negatively dependent random variables
- Comparisons of stop rule and supremum expectations of i.i.d. random variables
- Iequalities for symmetric sampling plans. I
- Increasing Properties of Polya Frequency Function
- Negative association of random variables, with applications
- Optimal stopping when sampling with and without replacement
- Stop rule and supremum expectations of i.i.d. random variables: A complete comparison by conjugate duality
Cited in
(5)- On risk aversion with two risks
- Optimal stopping in urn models with payoff depending on maximal observed element
- On the optimal stopping values induced by general dependence structures
- Bounds for optimal stopping values of dependent random variables with given marginals
- Efron's monotonicity property for measures on \(\mathbb{R}^2\)
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