A difference prophet inequality for bounded i.i.d. variables, with cost for observations
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Publication:1201170
DOI10.1214/aop/1176989689zbMath0777.60035OpenAlexW2019745365MaRDI QIDQ1201170
Publication date: 17 January 1993
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176989689
Inequalities; stochastic orderings (60E15) Extreme value theory; extremal stochastic processes (60G70) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)
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Optimal stopping in urn models with payoff depending on maximal observed element ⋮ Difference prophet inequalities for \([0,1\)-valued i.i.d. random variables with cost for observations] ⋮ Prophet Regions for Discounted, Uniformly Bounded Random Variables ⋮ Prophet regions for independent random variables with increasing bounds
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