Superprophet inequalities for independent random variables

DOI10.2307/3215367zbMATH Open0903.60035OpenAlexW4235135105MaRDI QIDQ4716112FDOQ4716112

Authors: Rainer Wittmann 

Publication date: 20 December 1998

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

Full work available at URL: https://doi.org/10.2307/3215367

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zbMATH Keywords

optimal stoppingprophet inequalities

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15) Probabilistic games; gambling (91A60)

Cited In (1)

• Prophet compared to gambler: An inequality for transforms of processes

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