Stopping rules and tactics for processes indexed by a directed set

DOI10.1016/0047-259X(81)90109-3zbMath0461.60059OpenAlexW2045983899MaRDI QIDQ1152637

Louis Sucheston, Ulrich Krengel

Publication date: 1981

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(81)90109-3

zbMATH Keywords

stopping rulemaximal inequalitylinear embeddingmultiparameter problemsoptimal reward

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Optimal statistical designs (62K05) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

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Predictability and stopping on lattices of sets ⋮ Optimal stopping problems with restricted stopping times ⋮ On randomized stopping points and perfect graphs ⋮ Martingales in the Limit and Amarts ⋮ Stochastic equilibria on graphs, I ⋮ Lattices of random sets and progressivity ⋮ On infinite perfect graphs and randomized stopping points on the plane ⋮ Unnamed Item ⋮ The past of a stopping point and stopping for two-parameter processes ⋮ On the prophet inequality for subadditive processes ⋮ On stopping rules for tree-indexed quantum Markov chains ⋮ Stochastic control of two-parameter processes application:the two-armed bandit problem ⋮ Two-parameter optimal stopping problem with switching costs ⋮ Optimal stopping for a particular family of stopping points in the plane ⋮ Remark on strong martingales and the linear embedding of tactics ⋮ Lagrangean Methods and Optimal Stopping ⋮ Triangular function and continuity property of multiparameter optimal stopping value ⋮ Optional sampling of submartingales with scanned index sets ⋮ Fractional Poisson fields and martingales ⋮ Continuity Properties of Optimal Multiple Stopping Value ⋮ Additive comparisons of stopping values and supremum values for finite stage multiparameter stochastic processes ⋮ Two parameter optimal stopping and bi-Markov processes ⋮ Dynamic interaction models of economic equilibrium ⋮ Lower semicontinuity property of multiparameter optimal stopping value and its application to multiparameter prophet inequalities ⋮ Prophet inequalities for two-parameter optimal stopping problems ⋮ A Fatou equation for a two-parameter stochastic process ⋮ Baxter-Chacon topology and optimality for multivariate stopping of two-parameter stochastic processes ⋮ Prophet inequalities for finite stage multiparameter optimal stopping problems ⋮ Optimal stopping and supermartingales over partially ordered sets ⋮ Discrete time multi-parameter optimal stopping problems with multiple plays and switching costs ⋮ Optimal multiple stopping problems for discrete time multiparameter stochastic processes ⋮ Prophet inequalities for parallel processes ⋮ Regularity and decomposition of two-parameter supermartingales ⋮ [https://portal.mardi4nfdi.de/wiki/Publication:3949750 Arr�t Optimal sur le Plan] ⋮ Optimal Stopping of Two-Parameter Processes on Nonstandard Probability Spaces ⋮ Discrete multiarmed bandits and multiparameter processes

Cites Work

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• The Efficiency of Sequential Estimates and Wald's Equation for Sequential Processes
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• Applications of Martingale System Theorems

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