Extremal distributions for the prophet region in the independent case
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Publication:811427
DOI10.1007/BF02204830zbMath0734.90137OpenAlexW1973358226MaRDI QIDQ811427
Gertrud Kohlruss, Norbert Schmitz
Publication date: 1991
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02204830
optimal stoppingasymmetric informationcomplete foresightgamblerno foresightprophet regionsequentially observed random variables
Stopping times; optimal stopping problems; gambling theory (60G40) Probabilistic games; gambling (91A60)
Related Items (1)
Cites Work
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- 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 averages of independent non-negative random variables
- Prophet Inequalities and Order Selection in Optimal Stopping Problems
- Stop Rule Inequalities for Uniformly Bounded Sequences of Random Variables
- Ratio comparisons of supremum and stop rule expectations
- Additive Comparisons of Stop Rule and Supremum Expectations of Uniformly Bounded Independent Random Variables
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