Prophet inequalities for optimal stopping rules with probabilistic recall

zbMath1006.60036MaRDI QIDQ1611561

Ester Samuel-Cahn, David Assaf

Publication date: 24 February 2003

Published in: Bernoulli (Search for Journal in Brave)

zbMATH Keywords

optimal stoppingbalayage techniqueiid problemprophet regionsbackward solicitationprobabilistic recall

Mathematics Subject Classification ID

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

Related Items (1)

A prophet inequality for \(L^p\)-bounded dependent random variables

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