Ratio comparisons of supremum and stop rule expectations
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Publication:3886583
DOI10.1007/BF00535745zbMath0443.60039OpenAlexW2042707014MaRDI QIDQ3886583
Robert P. Kertz, Theodore P. Hill
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
Related Items (17)
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 ⋮ An application of prophet regions to optimal stopping with a random number of observations ⋮ Prophet Regions for Independent [0, 1-Valued Random Variables with Random Discounting] ⋮ Expectation inequalities associated with prophet problems1 ⋮ Additive Comparisons of Stop Rule and Supremum Expectations of Uniformly Bounded Independent Random Variables ⋮ Stop Rule Inequalities for Uniformly Bounded Sequences of Random Variables ⋮ Prophet Inequalities and Order Selection in Optimal Stopping Problems ⋮ Continuity Properties of Optimal Multiple Stopping Value ⋮ Why is one choice different? ⋮ 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 ⋮ Prophet inequalities for finite stage multiparameter optimal stopping problems ⋮ Extremal distributions for the prophet region in the independent case
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