Additive Comparisons of Stop Rule and Supremum Expectations of Uniformly Bounded Independent Random Variables
From MaRDI portal
Publication:3933719
Cites work
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
- Extremal distributions for the prophet region in the independent case
- Lower semicontinuity property of multiparameter optimal stopping value and its application to multiparameter prophet inequalities
- Prophet inequalities for bounded negatively dependent random variables
- 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
- 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
This page was built for publication: Additive Comparisons of Stop Rule and Supremum Expectations of Uniformly Bounded Independent Random Variables
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3933719)
