Prophet regions for independent random variables with increasing bounds
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Publication:4224663
DOI10.1080/07474949808836407zbMath0918.60029MaRDI QIDQ4224663
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
60G40: Stopping times; optimal stopping problems; gambling theory
62L15: Optimal stopping in statistics
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Cites Work
- 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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