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Wald for non-stopping times: the rewards of impatient prophets - MaRDI portal

Wald for non-stopping times: the rewards of impatient prophets (Q2514468)

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Wald for non-stopping times: the rewards of impatient prophets
scientific article

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    title
    Wald for non-stopping times: the rewards of impatient prophets (English)
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    DOI
    10.1214/ECP.v19-3609
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    author
    Alexander E. Holroyd
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    Yuval Peres
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    Jeffrey E. Steif
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    publication date
    3 February 2015
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    zbMATH DE Number
    6395127
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    zbMATH Keywords
    Wald's identity
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    random sums
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    stopping times
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    moment condition
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    prophet inequality
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    arXiv ID
    1405.2674
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    OpenAlex ID
    W2099712037
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