Prophet inequalities for cost of observation stopping problems-Reference-Cited by-同舟云学术

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Prophet inequalities for cost of observation stopping problems

Published:1990-08 Issue:2 Volume:34 Page:238-253
ISSN:0047-259X
Container-title:Journal of Multivariate Analysis
language:en
Short-container-title:Journal of Multivariate Analysis

Author:

Jones Martin

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability

Reference8 articles.

1. A martingale system theorem and applications;Chow,1961

2. Continuity properties of optimal stopping value and triangular functions;Elton,1988

3. Additive comparisons of stop rule and supremum expectations of uniformly bounded independent random variables;Hill,1981

4. Stop rule inequalities for uniformly bounded sequences of random variables;Hill;Trans. Amer. Math. Soc.,1983

Cited by 6 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Prophet Regions for Discounted, Uniformly Bounded Random Variables;Stochastic Analysis and Applications;2006-07

2. Difference prophet inequalities for [0,1]-valued i.i.d. random variables with cost for observations;The Annals of Probability;2004-10-01

3. Prophet regions for independent random variables with simultaneous costs and discountings;Sequential Analysis;1999-01

4. Prophet regions for independent random variables with increasing bounds;Sequential Analysis;1998-01

5. Prophet inequalities for products of non–negative random variables;Stochastic Analysis and Applications;1994-01

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