Prophet regions for independent random variables with simultaneous costs and discountings

DOI10.1080/07474949908836425zbMath0942.62092OpenAlexW1488004709MaRDI QIDQ4254241

Uwe Saint-Mont

Publication date: 14 August 2000

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

Full work available at URL: https://doi.org/10.1080/07474949908836425

zbMATH Keywords

independent random variablesstopping rulesprophet inequalitiesinequalities for stochastic processes

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15) Probabilistic games; gambling (91A60)

Related Items (3)

Prophet regions for independent random variables with simultaneous costs and discountings ⋮ Prophet Regions for Independent [0, 1-Valued Random Variables with Random Discounting] ⋮ Prophet Regions for Discounted, Uniformly Bounded Random Variables

Cites Work

• Prophet region for independent random variables with a discount factor
• Extremal distributions for the prophet region in the independent case
• Prophet inequalities for cost of observation stopping problems
• Prophet regions for independent random variables with increasing bounds
• Prophet regions for independent random variables with simultaneous costs and discountings
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