Prophet inequalities for averages of independent non-negative random variables

DOI10.1007/BF01164017zbMath0604.60042OpenAlexW2091247129MaRDI QIDQ1083121

Theodore P. Hill

Publication date: 1986

Published in: Mathematische Zeitschrift (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/173746

zbMATH Keywords

stopping timesprophet inequality

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40)

Related Items (6)

Correction to ``Prophet inequalities for averages of independent non-negative random variables ⋮ On the prophet inequality for subadditive processes ⋮ Expectation inequalities associated with prophet problems¹ ⋮ Ratio Prophet Inequalities for the GeneralS_n/nProblem ⋮ Extremal distributions for the prophet region in the independent case ⋮ A prophet inequality for \(L^p\)-bounded dependent random variables

Cites Work

• Unnamed Item
• Comparison of threshold stop rules and maximum for independent nonnegative random variables
• Optimal stopping of independent random variables and maximizing prophets
• Prophet regions and sharp inequalities for pth absolute moments of martingales
• Stop rule and supremum expectations of i.i.d. random variables: A complete comparison by conjugate duality
• Comparisons of stop rule and supremum expectations of i.i.d. random variables
• Comparison of stop rule and maximum expectations for finite sequences of exchangeable random variables
• Prophet Inequalities and Order Selection in Optimal Stopping Problems
• Stop Rule Inequalities for Uniformly Bounded Sequences of Random Variables
• Ratio comparisons of supremum and stop rule expectations
• Additive Comparisons of Stop Rule and Supremum Expectations of Uniformly Bounded Independent Random Variables

This page was built for publication: Prophet inequalities for averages of independent non-negative random variables