Difference prophet inequalities for \([0,1]\)-valued i.i.d. random variables with cost for observations

DOI10.1214/009117904000000496zbMath1078.60030arXivmath/0503589OpenAlexW1533528719MaRDI QIDQ1769515

Holger Kösters

Publication date: 21 March 2005

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

Full work available at URL: https://arxiv.org/abs/math/0503589

zbMATH Keywords

optimal stoppingbalayageBernoulli variablesprophet inequalityinequalities for stochastic processes

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

Cites Work

• Comparisons of stop rule and supremum expectations of i.i.d. random variables
• A difference prophet inequality for bounded i.i.d. variables, with cost for observations
• Prophet inequalities for cost of observation stopping problems
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Difference prophet inequalities for \([0,1]\)-valued i.i.d. random variables with cost for observations