Prophet Regions for Independent [0, 1]-Valued Random Variables with Random Discounting (Q5316800)
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scientific article; zbMATH DE number 2205420
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| English | Prophet Regions for Independent [0, 1]-Valued Random Variables with Random Discounting |
scientific article; zbMATH DE number 2205420 |
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Prophet Regions for Independent [0, 1]-Valued Random Variables with Random Discounting (English)
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15 September 2005
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conjugate duality
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inequalities for stochastic processes
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optimal stopping value
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prophet inequality
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0.9727672338485718
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0.9341149926185608
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0.9313589334487916
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0.9313589334487916
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