Stop rule and supremum expectations of i.i.d. random variables: A complete comparison by conjugate duality

1986/06/01 by Robert P. Kertz, Robert P Kertz · 8 citations
Economics, Econometrics and Finance · Mathematics · Decision Sciences · #Game Theory and Voting Systems #Fuzzy Systems and Optimization #Probabilistic and Robust Engineering Design

paper · doi:10.1016/0047-259x(86)90095-3

Citations

• Additive comparisons of stop rule and supremum expectations of uniformly bounded independent random variables

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