Orderings of optimal stopping values and prophet inequalities for certain multivariate distributions
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DOI10.1016/0047-259X(91)90114-HzbMATH Open0722.60040MaRDI QIDQ756264FDOQ756264
Authors: Yosef Rinott, Ester Samuel-Cahn 
Publication date: 1991
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
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optimal stoppingrandom samplingstopping timesnegative dependenceorderingsprophet inequalityrandom replacement schemes
Inequalities; stochastic orderings (60E15) Stopping times; optimal stopping problems; gambling theory (60G40)
Cites Work
- Negative association of random variables, with applications
- Title not available (Why is that?)
- Increasing Properties of Polya Frequency Function
- Iequalities for symmetric sampling plans. I
- Stop rule and supremum expectations of i.i.d. random variables: A complete comparison by conjugate duality
- 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
- Optimal stopping when sampling with and without replacement
- Comparison of threshold stop rules and maximum for independent nonnegative random variables
Cited In (5)
- Efron's monotonicity property for measures on \(\mathbb{R}^2\)
- On the optimal stopping values induced by general dependence structures
- On risk aversion with two risks
- Optimal stopping in urn models with payoff depending on maximal observed element
- Bounds for optimal stopping values of dependent random variables with given marginals
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