Additive Comparisons of Stop Rule and Supremum Expectations of Uniformly Bounded Independent Random Variables

DOI10.2307/2044124zbMATH Open0476.60044OpenAlexW4241186150MaRDI QIDQ3933719FDOQ3933719

Authors: Theodore P. Hill, Robert P. Kertz 

Publication date: 1981

Full work available at URL: https://doi.org/10.2307/2044124

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15) Mathematical programming (90C99)

Cites Work

• Title not available (Why is that?)
• Ratio comparisons of supremum and stop rule expectations
• Semiamarts and finite values

Cited In (19)

• A prophet inequality for \(L^2\)-martingales
• A simple derivation of a complicated prophet region
• Additive comparisons of stopping values and supremum values for finite stage multiparameter stochastic processes
• Prophet region for independent random variables with a discount factor
• Prophet compared to gambler: Additive inequalities for transforms of sequences of random variables
• A prophet inequality for \(L^p\)-bounded dependent random variables
• Prophet inequalities for parallel processes
• 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
• Extremal distributions for the prophet region in the independent case
• Stop rule and supremum expectations of i.i.d. random variables: A complete comparison by conjugate duality
• Prophet inequalities for bounded negatively dependent random variables
• Prophet inequalities for finite stage multiparameter optimal stopping problems
• Prophet-type inequalities for multi-choice optimal stopping
• Prophet inequalities for cost of observation stopping problems
• Moment-based minimax stopping functions for sequences of random variables
• Prophet Inequalities and Order Selection in Optimal Stopping Problems
• Continuity Properties of Optimal Stopping Value
• Prophet inequalities for averages of independent non-negative random variables

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