Prophet inequalities for bounded negatively dependent random variables

DOI10.1016/0167-7152(91)90080-BzbMath0746.60045OpenAlexW2049256099MaRDI QIDQ1181108

Ester Samuel-Cahn

Publication date: 27 June 1992

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(91)90080-b

zbMATH Keywords

optimal stoppingnegative dependenceprophet inequalitythreshold rules

Mathematics Subject Classification ID

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

Related Items (2)

Ultra logconcave sequences and negative dependence ⋮ Posted Price Mechanisms and Optimal Threshold Strategies for Random Arrivals

Cites Work

• Unnamed Item
• Comparison of threshold stop rules and maximum for independent nonnegative random variables
• Comparisons of optimal stopping values and prophet inequalities for negatively dependent random variables
• Negative association of random variables, with applications
• Prophet Inequalities and Order Selection in Optimal Stopping Problems
• Additive Comparisons of Stop Rule and Supremum Expectations of Uniformly Bounded Independent Random Variables

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