Orderings of optimal stopping values and prophet inequalities for certain multivariate distributions

DOI10.1016/0047-259X(91)90114-HzbMath0722.60040MaRDI QIDQ756264

Ester Samuel-Cahn, Yosef Rinott

Publication date: 1991

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

zbMATH Keywords

optimal stoppingorderingsrandom samplingstopping timesnegative dependenceprophet inequalityrandom replacement schemes

Mathematics Subject Classification ID

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

Related Items (4)

Efron's monotonicity property for measures on \(\mathbb{R}^2\) ⋮ Bounds for optimal stopping values of dependent random variables with given marginals ⋮ Optimal stopping in urn models with payoff depending on maximal observed element ⋮ On risk aversion with two risks

Cites Work

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• Comparison of threshold stop rules and maximum for independent nonnegative random variables
• Stop rule and supremum expectations of i.i.d. random variables: A complete comparison by conjugate duality
• Comparisons of optimal stopping values and prophet inequalities for negatively dependent random variables
• Comparisons of stop rule and supremum expectations of i.i.d. random variables
• Iequalities for symmetric sampling plans. I
• Negative association of random variables, with applications
• Optimal stopping when sampling with and without replacement
• Increasing Properties of Polya Frequency Function

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