scientific article; zbMATH DE number 1015102

MaRDI QIDQ4338849zbMATH OpenFDO

Authors Uwe Schmid

Publication date 30 May 1997

zbMATH Keywords

prophet inequalities

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40)

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Cited in

(5)

• A simple derivation of a complicated prophet region
• Prophet regions for independent random variables with increasing bounds
• Prophet regions for independent random variables with simultaneous costs and discountings
• Comparison of Values of Independent Random Variables in a Bayesian Setting
• Extremal distributions for the prophet region in the independent case

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