Optimal stopping of independent random variables and maximizing prophets

DOI10.1214/AOP/1176993009zbMath0563.60044OpenAlexW2086057661MaRDI QIDQ1057568

Douglas P. Kennedy

Publication date: 1985

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176993009

zbMATH Keywords

order statisticsstopping rulesprophet inequalityoptimal expected return

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

Related Items (7)

Prophet inequalities for averages of independent non-negative random variables ⋮ Prophet-type inequalities for multi-choice optimal stopping ⋮ Prophet Matching with General Arrivals ⋮ Expectation inequalities associated with prophet problems¹ ⋮ Matroid prophet inequalities and applications to multi-dimensional mechanism design ⋮ Continuity Properties of Optimal Stopping Value ⋮ A prophet inequality for \(L^p\)-bounded dependent random variables

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