A statistical version of prophet inequalities

DOI10.1214/AOS/1024691094zbMath0929.62088OpenAlexW2023067479MaRDI QIDQ1807109

Larry Goldstein, David Assaf, Ester Samuel-Cahn

Publication date: 9 November 1999

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

Full work available at URL: https://doi.org/10.1214/aos/1024691094

zbMATH Keywords

prophet inequalitiesperfect prophet

Mathematics Subject Classification ID

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

Related Items (1)

An application of prophet regions to optimal stopping with a random number of observations

Cites Work

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• Prophet region for independent random variables with a discount factor
• Comparisons of stop rule and supremum expectations of i.i.d. random variables
• Prophet inequalities for cost of observation stopping problems
• The impact of finite precision arithmetic and sensitivity on the numerical solution of partial differential equations

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