Comparisons of stop rule and supremum expectations of i.i.d. random variables

DOI10.1214/aop/1176993861zbMath0483.60035OpenAlexW1994748723MaRDI QIDQ1163294

Robert P. Kertz, Theodore P. Hill

Publication date: 1982

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176993861

zbMATH Keywords

optimal stoppingextremal distributionsinequalities for stochastic processes

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15) Mathematical programming (90C99)

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