Triangular function and continuity property of multiparameter optimal stopping value

DOI10.1080/02522667.2005.10699648MaRDI QIDQ5694537zbMATH OpenOpenAlexFDO

Authors Teruo Tanaka

Publication date 4 October 2005

Published in Journal of Information and Optimization Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02522667.2005.10699648

zbMATH Keywords

convergence in distributionmultiparameter stochastic processoptimal stopping value

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

Recommendations

• Lower semicontinuity property of multiparameter optimal stopping value and its application to multiparameter prophet inequalities
• Continuity Properties of Optimal Multiple Stopping Value
• Baxter-Chacon topology and optimality for multivariate stopping of two-parameter stochastic processes
• scientific article; zbMATH DE number 123653
• Continuity Properties of Optimal Stopping Value

Cites work

• Discrete multiarmed bandits and multiparameter processes
• scientific article; zbMATH DE number 1354815 (Why is no real title available?)
• scientific article; zbMATH DE number 862533 (Why is no real title available?)
• scientific article; zbMATH DE number 3369559 (Why is no real title available?)
• Markov strategies for optimal control problems indexed by a partially ordered set
• Optimal stopping and supermartingales over partially ordered sets
• Stopping rules and tactics for processes indexed by a directed set

Cited in

(2)

• Lower semicontinuity property of multiparameter optimal stopping value and its application to multiparameter prophet inequalities
• Continuity Properties of Optimal Multiple Stopping Value

This page was built for publication: Triangular function and continuity property of multiparameter optimal stopping value

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5694537)