A note on the selection of random variables under a sum constraint

DOI10.2307/3214697zbMath0749.60040MaRDI QIDQ3988137

Michel Talagrand, WanSoo T. Rhee

Publication date: 28 June 1992

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3214697

zbMATH Keywords

stopping time; prophet inequality; threshold rule; on-line selection

Mathematics Subject Classification ID

60G40: Stopping times; optimal stopping problems; gambling theory

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