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Optimal stopping-related inequalities for i.i.d. random variables when the future is discounted - MaRDI portal

Optimal stopping-related inequalities for i.i.d. random variables when the future is discounted (Q1333194)

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scientific article; zbMATH DE number 638486
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English
Optimal stopping-related inequalities for i.i.d. random variables when the future is discounted
scientific article; zbMATH DE number 638486

    Statements

    Optimal stopping-related inequalities for i.i.d. random variables when the future is discounted (English)
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    13 September 1994
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    optimal stopping times
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    asymptotically optimal stopping times
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    prophet inequalities
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    the discount model
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