Prophet-type inequalities for multi-choice optimal stopping
Author:
Publisher
Elsevier BV
Subject
Applied Mathematics,Modelling and Simulation,Statistics and Probability
Reference8 articles.
1. Prophet inequalities and order selection in optimal stopping problems;Hill;Proc. Amer. Math. Soc.,1983
2. Ratio comparisons of supremum and stop rule expectations;Hill;Z. Wahrsch. verw. Gebeite,1981
3. Additive comparisons of stop rule and supremum expectations of uniformly bounded independent random variables;Hill;Proc. Amer. Math. Soc.,1981
4. Comparisons of stop rule and supremum expectations of i.i.d. random variables;Hill;Ann. Prob.,1982
5. Optimal stopping of independent random variables and maximizing prophets;Kennedy;Ann. Prob.,1985
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