A prophet inequality for independent random variables with finite variances

DOI10.2307/3215009zbMath0924.60014OpenAlexW2331771371MaRDI QIDQ4376515

Robert P. Kertz, Douglas P. Kennedy

Publication date: 11 November 1999

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3215009

zbMATH Keywords

optimal stoppingmartingale

Mathematics Subject Classification ID

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

Related Items (4)

A prophet inequality for \(L^2\)-martingales ⋮ A survey on some inequalities for expectation and variance ⋮ Comparison of Values of Independent Random Variables in a Bayesian Setting ⋮ A prophet inequality for \(L^p\)-bounded dependent random variables

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