Lower semicontinuity property of multiparameter optimal stopping value and its application to multiparameter prophet inequalities-Reference-Cited by-同舟云学术

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Lower semicontinuity property of multiparameter optimal stopping value and its application to multiparameter prophet inequalities

Published:2009-11 Issue:1 Volume:359 Page:240-251
ISSN:0022-247X
Container-title:Journal of Mathematical Analysis and Applications
language:en
Short-container-title:Journal of Mathematical Analysis and Applications

Author:

Tanaka Teruo

Publisher

Elsevier BV

Subject

Applied Mathematics,Analysis

Reference19 articles.

1. Convergence of Probability Measures;Billingsley,1999

2. Sequential Stochastic Optimization;Cairoli,1996

3. Great Expectations: The Theory of Optimal Stopping;Chow,1971

4. Stopping Times and Directed Processes;Edgar,1992

5. Continuity properties of optimal stopping value;Elton;Proc. Amer. Math. Soc.,1989

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. A prophet inequality for $$L^p$$ L p -bounded dependent random variables;Positivity;2014-06-11

2. A prophet inequality for L2-martingales;Statistics & Probability Letters;2013-10

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