Prophet inequalities for parallel processes

DOI10.1016/0047-259X(89)90064-XzbMath0685.60048MaRDI QIDQ1826208

Douglas P. Kennedy, Theodore P. Hill

Publication date: 1989

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

optimal stoppingprophet inequalities

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Stopping times; optimal stopping problems; gambling theory (60G40)

Related Items (6)

Continuity Properties of Optimal Multiple Stopping Value ⋮ Additive comparisons of stopping values and supremum values for finite stage multiparameter stochastic processes ⋮ Lower semicontinuity property of multiparameter optimal stopping value and its application to multiparameter prophet inequalities ⋮ Prophet inequalities for two-parameter optimal stopping problems ⋮ Comparisons of Threshold Stopping Rule and Supremum Expectations for Independent Random Vectors ⋮ Prophet inequalities for finite stage multiparameter optimal stopping problems

Cites Work

• Stopping rules and tactics for processes indexed by a directed set
• Prophet Inequalities and Order Selection in Optimal Stopping Problems
• Additive Comparisons of Stop Rule and Supremum Expectations of Uniformly Bounded Independent Random Variables
• Note on Shift-Invariant Sets

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