Additive comparisons of stopping values and supremum values for finite stage multiparameter stochastic processes

This paper concerns the optimal stopping problem for discrete time multiparameter stochastic processes with the index set N d . In the classical optimal stopping problems, the comparisons between the expected reward of a player with complete foresight and the expected reward of a player using nonanticipating stop rules, known as prophet inequalities, have been studied by many authors. Ratio comparisons between these values in the case of multiparameter optimal stopping problems are studied by Krengel and Sucheston (1981) [9] and Tanaka (2007, 2006) [14,15]. In this paper an additive comparison in the case of finite stage multiparameter optimal stopping problems is given.