Optimal cooperative stopping rules for maximization of the product of the expected stopped values

DOI10.1016/S0167-7152(97)00158-2zbMath0912.60061MaRDI QIDQ1130344

Ester Samuel-Cahn, David Assaf

Publication date: 2 March 1999

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

extremal distributionsmultivariate stopping rules

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

Related Items (2)

Cooperative Stopping Rules in Multivariate Problems ⋮ Optimal Stopping Problem with a Vector-Valued Reward Function

Cites Work

• Unnamed Item
• The asymptotic behavior of the reward sequence in the optimal stopping of i.i.d. random variables
• Extremes and related properties of random sequences and processes
• Optimal multivariate stopping rules

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