Prophet inequalities for products of non–negative random variables

DOI10.1080/07362999408809347zbMath0803.60041OpenAlexW2022790599MaRDI QIDQ4292521

Martin L. Jones

Publication date: 19 December 1994

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362999408809347

zbMATH Keywords

stopping timesexpected maximumprophet inequalitiesproduct sequence

Mathematics Subject Classification ID

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

Cites Work

• Comparisons of stop rule and supremum expectations of i.i.d. random variables
• Prophet inequalities for cost of observation stopping problems
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