Prophet regions for independent random variables with increasing bounds

DOI10.1080/07474949808836407zbMath0918.60029OpenAlexW1586294495MaRDI QIDQ4224663

Uwe Schmid, Uwe Saint-Mont

Publication date: 17 August 1999

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474949808836407

zbMATH Keywords

optimal stoppingprophet inequalitiesinequalities for stochastic processes

Mathematics Subject Classification ID

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

Related Items (1)

Prophet regions for independent random variables with simultaneous costs and discountings

Cites Work

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• Prophet region for independent random variables with a discount factor
• A difference prophet inequality for bounded i.i.d. variables, with cost for observations
• Optimal stopping-related inequalities for i.i.d. random variables when the future is discounted
• Prophet inequalities for cost of observation stopping problems

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