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

DOI10.1006/JMVA.1994.1037zbMath0804.60038OpenAlexW2110761134MaRDI QIDQ1333194

Frans A. Boshuizen

Publication date: 13 September 1994

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

Full work available at URL: http://repub.eur.nl/pub/57774

zbMATH Keywords

optimal stopping timesprophet inequalitiesasymptotically optimal stopping timesthe discount model

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Stopping times; optimal stopping problems; gambling theory (60G40)

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