Ratio Prophet Inequalities for the GeneralSn/nProblem

DOI10.1080/07474940500452221zbMATH Open1089.60026OpenAlexW2021856975MaRDI QIDQ3377992FDOQ3377992

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

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• Prophet inequalities for averages of independent non-negative random variables
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• scientific article
• Optimal stopping of independent random variables and maximizing prophets

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Prophet inequalities for averages of independent non-negative random variables
• Semiamarts and finite values
• Title not available (Why is that?)
• On the prophet inequality for subadditive processes
• Prophet inequalities for dependent random variables
• Correction to ``Prophet inequalities for averages of independent non-negative random variables

Cited In (6)

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

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