Prophet inequalities for dependent random variables

DOI10.1080/17442509508833976MaRDI QIDQ4890052zbMATH OpenOpenAlexFDO

Authors Rainer Wittmann

Publication date 15 June 1997

Published in Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442509508833976

zbMATH Keywords

maximal inequalitiesoptimal stoppingprophet inequalitiessums of independent random variables

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

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