Ratio comparisons of supremum and stop rule expectations
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Publication:3886583
DOI10.1007/BF00535745zbMATH Open0443.60039OpenAlexW2042707014MaRDI QIDQ3886583FDOQ3886583
Authors: Theodore P. Hill, Robert P. Kertz 
Publication date: 1981
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf00535745
Cites Work
Cited In (17)
- Prophet inequalities for two-parameter optimal stopping problems
- Additive comparisons of stopping values and supremum values for finite stage multiparameter stochastic processes
- Why is one choice different?
- Prophet Regions for Independent [0, 1]-Valued Random Variables with Random Discounting
- Stop Rule Inequalities for Uniformly Bounded Sequences of Random Variables
- Lower semicontinuity property of multiparameter optimal stopping value and its application to multiparameter prophet inequalities
- Expectation inequalities associated with prophet problems1
- Extremal distributions for the prophet region in the independent case
- 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 finite stage multiparameter optimal stopping problems
- Continuity Properties of Optimal Multiple Stopping Value
- An application of prophet regions to optimal stopping with a random number of observations
- Prophet-type inequalities for multi-choice optimal stopping
- Prophet Inequalities and Order Selection in Optimal Stopping Problems
- Prophet inequalities for averages of independent non-negative random variables
- Additive Comparisons of Stop Rule and Supremum Expectations of Uniformly Bounded Independent Random Variables
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