Abstract
For optimal stopping problems in which the player is allowed to choose the order of the random variables as well as the stopping rule, a notion of order equivalence is introduced. It is shown that different (non-degenerate) distributions cannot be order-equivalent.This result unifies and generalizes two theorems of a similar nature recently obtained by Hill and Hordijk (1985).
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Cited by
7 articles.
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