Maximizing \(E\max _{1\leq k\leq n}S^+_ k/ES^+_ n:\) A prophet inequality for sums of i.i.d. mean zero variates

DOI10.1214/AOP/1176991266zbMath0684.60032OpenAlexW2081622123MaRDI QIDQ1825517

Michael J. Klass

Publication date: 1989

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

Full work available at URL: https://doi.org/10.1214/aop/1176991266

zbMATH Keywords

optimal stoppingprophet inequality

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Sums of independent random variables; random walks (60G50) Stopping times; optimal stopping problems; gambling theory (60G40)

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