Prophet Inequalities and Order Selection in Optimal Stopping Problems
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Cites work
- Additive Comparisons of Stop Rule and Supremum Expectations of Uniformly Bounded Independent Random Variables
- Comparisons of stop rule and supremum expectations of i.i.d. random variables
- scientific article; zbMATH DE number 3617285 (Why is no real title available?)
- scientific article; zbMATH DE number 3369559 (Why is no real title available?)
- Ratio comparisons of supremum and stop rule expectations
- Semiamarts and finite values
- The advantage of using non-measurable stop rules
Cited in
(18)- Prophet regions and sharp inequalities for pth absolute moments of martingales
- Stop rule and supremum expectations of i.i.d. random variables: A complete comparison by conjugate duality
- Prophet inequalities for averages of independent non-negative random variables
- Prophet-type inequalities for multi-choice optimal stopping
- Prophet inequalities for bounded negatively dependent random variables
- Moment-based minimax stopping functions for sequences of random variables
- Prophet inequalities for parallel processes
- Lower semicontinuity property of multiparameter optimal stopping value and its application to multiparameter prophet inequalities
- A prophet inequality for \(L^p\)-bounded dependent random variables
- Prophet inequalities for finite stage multiparameter optimal stopping problems
- Stop Rule Inequalities for Uniformly Bounded Sequences of Random Variables
- Posted price mechanisms and optimal threshold strategies for random arrivals
- On the compensator in the Doob-Meyer decomposition of the Snell envelope
- Additive comparisons of stopping values and supremum values for finite stage multiparameter stochastic processes
- Pandora's box problem with time constraints
- Pandora's box problem over time
- Prophet region for independent random variables with a discount factor
- Extremal distributions for the prophet region in the independent case
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