Simple ratio prophet inequalities for a mortal with multiple choices

DOI10.1239/jap/1014843085zbMath0982.60027OpenAlexW1972584058MaRDI QIDQ2725302

David Assaf, Ester Samuel-Cahn

Publication date: 12 July 2001

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

Full work available at URL: https://doi.org/10.1239/jap/1014843085

zbMATH Keywords

stopping timesclassical prophet inequality

Mathematics Subject Classification ID

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

Related Items (4)

Dokładna i asymptotyczna analiza rozwiązań optymalnych problemów zatrzymania Brussa i Webera ⋮ Two-choice optimal stopping ⋮ Lower Bounds for Bruss’ Odds Problem with Multiple Stoppings ⋮ Weber's optimal stopping problem and generalizations

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