scientific article; zbMATH DE number 1064044

MaRDI QIDQ4355646zbMATH OpenFDO

Authors Friedrich Harten, A. Meyerthole, N. Schmitz

Publication date 21 September 1997

zbMATH Keywords

optimal stoppingsubadditive processesprophet inequalitybalayage techniqueCesáro-averages

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Stopping times; optimal stopping problems; gambling theory (60G40)

Recommendations

• 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
• Optimal stopping of independent random variables and maximizing prophets

Cited in

(13)

• A prophet inequality for \(L^2\)-martingales
• Prophet inequalities for finite stage multiparameter optimal stopping problems
• Additive comparisons of stopping values and supremum values for finite stage multiparameter stochastic processes
• Prophet Regions for Discounted, Uniformly Bounded Random Variables
• A simple derivation of a complicated prophet region
• Prophet Regions for Independent [0, 1]-Valued Random Variables with Random Discounting
• Prophet Inequalities for I.I.D. Random Variables with Random Arrival Times
• Prophet inequalities for optimal stopping rules with probabilistic recall
• Prophet inequalities for parallel processes
• Optimal stopping of independent random variables and maximizing prophets
• Comparisons of optimal stopping values and prophet inequalities for negatively dependent random variables
• scientific article; zbMATH DE number 4062279 (Why is no real title available?)
• Difference prophet inequalities for \([0,1]\)-valued i.i.d. random variables with cost for observations

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