Prophet region for independent random variables with a discount factor
From MaRDI portal
Publication:756263
DOI10.1016/0047-259X(91)90112-FzbMATH Open0722.60038MaRDI QIDQ756263FDOQ756263
Publication date: 1991
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Recommendations
- Prophet Regions for Independent [0, 1]-Valued Random Variables with Random Discounting
- Prophet regions for independent random variables with simultaneous costs and discountings
- Prophet Regions for Discounted, Uniformly Bounded Random Variables
- Prophet regions for independent random variables with increasing bounds
- scientific article; zbMATH DE number 1330894
- Extremal distributions for the prophet region in the independent case
Inequalities; stochastic orderings (60E15) Stopping times; optimal stopping problems; gambling theory (60G40)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Prophet Inequalities and Order Selection in Optimal Stopping Problems
- Additive Comparisons of Stop Rule and Supremum Expectations of Uniformly Bounded Independent Random Variables
- Prophet regions and sharp inequalities for pth absolute moments of martingales
- Stop rule and supremum expectations of i.i.d. random variables: A complete comparison by conjugate duality
- Prophet inequalities for cost of observation stopping problems
Cited In (8)
- Title not available (Why is that?)
- A simple derivation of a complicated prophet region
- Additive comparisons of stopping values and supremum values for finite stage multiparameter stochastic processes
- Prophet regions for independent random variables with increasing bounds
- Prophet regions for independent random variables with simultaneous costs and discountings
- Prophet Regions for Independent [0, 1]-Valued Random Variables with Random Discounting
- Prophet Regions for Discounted, Uniformly Bounded Random Variables
- A statistical version of prophet inequalities
This page was built for publication: Prophet region for independent random variables with a discount factor
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q756263)
