Ratio Prophet Inequalities for the GeneralSn/nProblem

DOI10.1080/07474940500452221zbMath1089.60026OpenAlexW2021856975MaRDI QIDQ3377992

Holger Kösters

Publication date: 29 March 2006

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474940500452221

Mathematics Subject Classification ID

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

Related Items (1)

A prophet inequality for \(L^2\)-martingales

Cites Work

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• Prophet inequalities for averages of independent non-negative random variables
• Correction to ``Prophet inequalities for averages of independent non-negative random variables
• On the prophet inequality for subadditive processes
• Semiamarts and finite values
• Prophet inequalities for dependent random variables

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