Prophet inequalities for cost of observation stopping problems
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Publication:1814046
DOI10.1016/0047-259X(90)90038-JzbMath0753.60042MaRDI QIDQ1814046
Publication date: 25 June 1992
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)
Related Items (7)
Prophet regions for independent random variables with simultaneous costs and discountings ⋮ Prophet inequalities for products of non–negative random variables ⋮ Difference prophet inequalities for \([0,1\)-valued i.i.d. random variables with cost for observations] ⋮ A statistical version of prophet inequalities ⋮ Prophet region for independent random variables with a discount factor ⋮ Prophet Regions for Discounted, Uniformly Bounded Random Variables ⋮ Prophet regions for independent random variables with increasing bounds
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