Pseudo-prophet Inequalities in Average-Optimal Stopping

DOI10.1081/SQA-120025030zbMATH Open1125.60304OpenAlexW2075142132MaRDI QIDQ4428258FDOQ4428258

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

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Mathematics Subject Classification ID

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

Cites Work

• A Bayesian analysis of some nonparametric problems
• Title not available (Why is that?)
• On the speed of convergence in the ergodic theorem
• Comparisons of stop rule and supremum expectations of i.i.d. random variables
• Minimax Stopping Rules when the Underlying Distribution is Uniform

Cited In (5)

• A prophet inequality for \(L^2\)-martingales
• A prophet inequality for \(L^p\)-bounded dependent random variables
• Title not available (Why is that?)
• 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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