On the prophet inequality for subadditive processes
From MaRDI portal
Publication:4022598
DOI10.1080/07362999208809295zbMath0763.60022OpenAlexW2018700757MaRDI QIDQ4022598
Publication date: 17 January 1993
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362999208809295
Related Items
Correction to ``Prophet inequalities for averages of independent non-negative random variables ⋮ Ratio Prophet Inequalities for the GeneralSn/nProblem
Cites Work
- Prophet inequalities for averages of independent non-negative random variables
- Stopping rules and tactics for processes indexed by a directed set
- Successive Conditional Expectations of an Integrable Function
- On Moments of the Maximum of Normed Partial Sums
- Stopping rules for S n/n, and the Class L log L
- Completion of a Dominated Ergodic Theorem
- On the Supremum of $S_n/n$