Bounds for optimal stopping values of dependent random variables with given marginals

DOI10.1016/S0167-7152(00)00220-0zbMath0979.62059OpenAlexW2010926795MaRDI QIDQ5930652

Alfred Müller

Publication date: 18 February 2002

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

Full work available at URL: https://doi.org/10.1016/s0167-7152(00)00220-0

zbMATH Keywords

optimal stoppingprophets

Mathematics Subject Classification ID

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

Cites Work

• Orderings of optimal stopping values and prophet inequalities for certain multivariate distributions
• Comparisons of optimal stopping values and prophet inequalities for negatively dependent random variables
• The Existence of Probability Measures with Given Marginals
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Bounds for optimal stopping values of dependent random variables with given marginals