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Revision as of 22:35, 5 March 2024

scientific article; zbMATH DE number 5040999
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English
Prophet Regions for Discounted, Uniformly Bounded Random Variables
scientific article; zbMATH DE number 5040999

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    Prophet Regions for Discounted, Uniformly Bounded Random Variables (English)
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    13 July 2006
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    discounted factor
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    optimal stopping rule
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    prophet inequality
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    random discounting
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    supermartingale
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