Why is one choice different?

DOI10.1016/J.JSPI.2004.01.023MaRDI QIDQ1763438zbMATH OpenOpenAlexFDO

Authors David Assaf, Ester Samuel-Cahn

Publication date 22 February 2005

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL http://ratio.huji.ac.il/sites/default/files/publications/dp335.pdf

zbMATH Keywords

optimal stopping rulesmultiple stopping optionsratio prophet inequalities

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Stopping times; optimal stopping problems; gambling theory (60G40)

Recommendations

• Ratio prophet inequalities when the mortal has several choices
• Simple ratio prophet inequalities for a mortal with multiple choices
• Prophet-type inequalities for multi-choice optimal stopping
• Optimal stopping of independent random variables and maximizing prophets
• Prophet inequalities for optimal stopping rules with probabilistic recall

Cites work

• Comparison of threshold stop rules and maximum for independent nonnegative random variables
• Comparisons of stop rule and supremum expectations of i.i.d. random variables
• Ratio comparisons of supremum and stop rule expectations
• Ratio prophet inequalities when the mortal has several choices

Cited in

(4)

• Maximizing expected value with two stage stopping rules
• Additive comparisons of stopping values and supremum values for finite stage multiparameter stochastic processes
• Ratio prophet inequalities when the mortal has several choices
• Simple ratio prophet inequalities for a mortal with multiple choices

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