A difference prophet inequality for bounded i.i.d. variables, with cost for observations

DOI10.1214/aop/1176989689zbMath0777.60035OpenAlexW2019745365MaRDI QIDQ1201170

Ester Samuel-Cahn

Publication date: 17 January 1993

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

Full work available at URL: https://doi.org/10.1214/aop/1176989689

zbMATH Keywords

stopping timecost of observationprophet inequalitysharp inequalities for stochastic sequences

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Extreme value theory; extremal stochastic processes (60G70) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

Related Items (4)

Optimal stopping in urn models with payoff depending on maximal observed element ⋮ Difference prophet inequalities for \([0,1\)-valued i.i.d. random variables with cost for observations] ⋮ Prophet Regions for Discounted, Uniformly Bounded Random Variables ⋮ Prophet regions for independent random variables with increasing bounds

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