Ratio Prophet Inequalities for the GeneralSn/nProblem

DOI10.1080/07474940500452221MaRDI QIDQ3377992zbMATH OpenOpenAlexFDO

Authors Holger Kösters

Publication date 29 March 2006

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474940500452221

Mathematics Subject Classification ID

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

Recommendations

• Prophet inequalities for averages of independent non-negative random variables
• Ratio prophet inequalities when the mortal has several choices
• Prophet-type inequalities for multi-choice optimal stopping
• scientific article; zbMATH DE number 67296
• Optimal stopping of independent random variables and maximizing prophets

Cites work

• scientific article; zbMATH DE number 3585750 (Why is no real title available?)
• scientific article; zbMATH DE number 3369559 (Why is no real title available?)
• Correction to ``Prophet inequalities for averages of independent non-negative random variables
• On the prophet inequality for subadditive processes
• Prophet inequalities for averages of independent non-negative random variables
• Prophet inequalities for dependent random variables
• Semiamarts and finite values

Cited in

(6)

• A prophet inequality for \(L^2\)-martingales
• Ratio prophet inequalities when the mortal has several choices
• Ratio prophet inequalities for convex functions of partial sums
• Comparisons of optimal stopping values and prophet inequalities for negatively dependent random variables
• Prophet inequalities for averages of independent non-negative random variables
• Prophet-type inequalities for multi-choice optimal stopping

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