A statistical version of prophet inequalities
From MaRDI portal
Publication:1807109
DOI10.1214/aos/1024691094zbMath0929.62088MaRDI QIDQ1807109
Larry Goldstein, David Assaf, Ester Samuel-Cahn
Publication date: 9 November 1999
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1024691094
60G40: Stopping times; optimal stopping problems; gambling theory
62L15: Optimal stopping in statistics
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Cites Work
- Prophet region for independent random variables with a discount factor
- Comparisons of stop rule and supremum expectations of i.i.d. random variables
- Prophet inequalities for cost of observation stopping problems
- The impact of finite precision arithmetic and sensitivity on the numerical solution of partial differential equations
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