Ratio prophet inequalities when the mortal has several choices

DOI10.1214/AOAP/1031863177zbMath1012.60045OpenAlexW2003184054MaRDI QIDQ1872373

David Assaf, Ester Samuel-Cahn, Larry Goldstein

Publication date: 6 May 2003

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

Full work available at URL: https://doi.org/10.1214/aoap/1031863177

zbMATH Keywords

optimal stopping rulesbest choice multiple stopping optionsratio prophet inequality

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Stopping times; optimal stopping problems; gambling theory (60G40)

Related Items (8)

Prophet Secretary ⋮ A prophet inequality for \(L^2\)-martingales ⋮ Continuity Properties of Optimal Multiple Stopping Value ⋮ Why is one choice different? ⋮ Two-choice optimal stopping ⋮ On the Compensator in the Doob--Meyer Decomposition of the Snell Envelope ⋮ Posted Price Mechanisms and Optimal Threshold Strategies for Random Arrivals ⋮ A prophet inequality for \(L^p\)-bounded dependent random variables

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