Pseudo-prophet Inequalities in Average-Optimal Stopping

DOI10.1081/SQA-120025030MaRDI QIDQ4428258zbMATH OpenOpenAlexFDO

Authors Pieter C. Allaart, Michael Monticino

Publication date 14 September 2003

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1081/sqa-120025030

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3369559 (Why is no real title available?)
• A Bayesian analysis of some nonparametric problems
• Comparisons of stop rule and supremum expectations of i.i.d. random variables
• Minimax Stopping Rules when the Underlying Distribution is Uniform
• On the speed of convergence in the ergodic theorem

Cited in

(5)

• A prophet inequality for \(L^2\)-martingales
• A prophet inequality for \(L^p\)-bounded dependent random variables
• scientific article; zbMATH DE number 67295 (Why is no real title available?)
• An application of prophet regions to optimal stopping with a random number of observations
• Prophet inequalities for cost of observation stopping problems

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