Prophet compared to gambler: An inequality for transforms of processes

DOI10.1214/AOP/1176991996MaRDI QIDQ1098488zbMATH OpenOpenAlexFDO

Authors Ulrich Krengel, Louis Sucheston

Publication date 1987

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1176991996

zbMATH Keywords

prophet inequalitytransforms of processes

Mathematics Subject Classification ID

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

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