Prophet Inequalities and Order Selection in Optimal Stopping Problems
From MaRDI portal
Publication:3665984
DOI10.2307/2045125zbMath0517.60050OpenAlexW4244882636MaRDI QIDQ3665984
Publication date: 1983
Full work available at URL: https://doi.org/10.2307/2045125
Related Items
Prophet regions and sharp inequalities for pth absolute moments of martingales ⋮ Stop rule and supremum expectations of i.i.d. random variables: A complete comparison by conjugate duality ⋮ Prophet inequalities for averages of independent non-negative random variables ⋮ Prophet-type inequalities for multi-choice optimal stopping ⋮ Stop Rule Inequalities for Uniformly Bounded Sequences of Random Variables ⋮ Prophet inequalities for bounded negatively dependent random variables ⋮ Moment-based minimax stopping functions for sequences of random variables ⋮ 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 finite stage multiparameter optimal stopping problems ⋮ Prophet region for independent random variables with a discount factor ⋮ On the Compensator in the Doob--Meyer Decomposition of the Snell Envelope ⋮ Prophet inequalities for parallel processes ⋮ Extremal distributions for the prophet region in the independent case ⋮ Posted Price Mechanisms and Optimal Threshold Strategies for Random Arrivals ⋮ A prophet inequality for \(L^p\)-bounded dependent random variables
Cites Work
- The advantage of using non-measurable stop rules
- Comparisons of stop rule and supremum expectations of i.i.d. random variables
- Ratio comparisons of supremum and stop rule expectations
- Additive Comparisons of Stop Rule and Supremum Expectations of Uniformly Bounded Independent Random Variables
- Semiamarts and finite values
- Unnamed Item
- Unnamed Item
