scientific article; zbMATH DE number 67294

MaRDI QIDQ4012002zbMATH OpenFDO

Authors Frans Boshuizen

Publication date 27 September 1992

zbMATH Keywords

stopping ruleinequalitynegative dependencemultiple choiceprophet inequalitiesthreshold rules

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Stopping times; optimal stopping problems; gambling theory (60G40)

Recommendations

• Prophet inequalities for bounded negatively dependent random variables
• Comparisons of optimal stopping values and prophet inequalities for negatively dependent random variables
• Expectation inequalities associated with prophet problems¹
• Optimal stopping values and prophet inequalities for some dependent random variables
• scientific article; zbMATH DE number 4062279

Cited in

(3)

• A prophet inequality for \(L^p\)-bounded dependent random variables
• Sequential selection of random vectors under a sum constraint
• Comparisons of optimal stopping values and prophet inequalities for negatively dependent random variables

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