Prophet inequalities for averages of independent non-negative random variables

DOI10.1007/BF01164017MaRDI QIDQ1083121zbMATH OpenOpenAlexFDO

Authors Theodore P. Hill

Publication date 1986

Published in Mathematische Zeitschrift (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/173746

zbMATH Keywords

stopping timesprophet inequality

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40)

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Cites work

• scientific article; zbMATH DE number 3369559 (Why is no real title available?)
• Additive Comparisons of Stop Rule and Supremum Expectations of Uniformly Bounded Independent Random Variables
• Comparison of stop rule and maximum expectations for finite sequences of exchangeable random variables
• Comparison of threshold stop rules and maximum for independent nonnegative random variables
• Comparisons of stop rule and supremum expectations of i.i.d. random variables
• Optimal stopping of independent random variables and maximizing prophets
• Prophet Inequalities and Order Selection in Optimal Stopping Problems
• Prophet regions and sharp inequalities for pth absolute moments of martingales
• Ratio comparisons of supremum and stop rule expectations
• Stop Rule Inequalities for Uniformly Bounded Sequences of Random Variables
• Stop rule and supremum expectations of i.i.d. random variables: A complete comparison by conjugate duality

Cited in

(16)

• A prophet inequality for \(L^2\)-martingales
• Prophet compared to gambler: Additive inequalities for transforms of sequences of random variables
• A prophet inequality for \(L^p\)-bounded dependent random variables
• Correction to ``Prophet inequalities for averages of independent non-negative random variables
• Prophet inequalities for products of non–negative random variables
• Comparison of threshold stop rules and maximum for independent nonnegative random variables
• Extremal distributions for the prophet region in the independent case
• Expectation inequalities associated with prophet problems¹
• Ratio Prophet Inequalities for the GeneralS_n/nProblem
• A statistical version of prophet inequalities
• scientific article; zbMATH DE number 4062279 (Why is no real title available?)
• Prophet-type inequalities for multi-choice optimal stopping
• scientific article; zbMATH DE number 3860099 (Why is no real title available?)
• On the prophet inequality for subadditive processes
• Prophet Inequalities for I.I.D. Random Variables with Random Arrival Times
• Maximizing \(E\max _{1\leq k\leq n}S^+_ k/ES^+_ n:\) A prophet inequality for sums of i.i.d. mean zero variates

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