Prophet Regions for Discounted, Uniformly Bounded Random Variables
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Publication:5478915
DOI10.1080/07362990600629140zbMath1102.60038OpenAlexW2168301274MaRDI QIDQ5478915
Publication date: 13 July 2006
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362990600629140
Inequalities; stochastic orderings (60E15) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)
Cites Work
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- Prophet region for independent random variables with a discount factor
- A difference prophet inequality for bounded i.i.d. variables, with cost for observations
- Prophet inequalities for cost of observation stopping problems
- A maximal inequality for skew fields
- Prophet regions for independent random variables with simultaneous costs and discountings
- An application of prophet regions to optimal stopping with a random number of observations
- Prophet Regions for Independent [0, 1-Valued Random Variables with Random Discounting]
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