Comparison of optimal value and constrained maxima expectations for independent random variables

DOI10.2307/1427302zbMath0594.62096OpenAlexW4241713174MaRDI QIDQ3725393

Robert P. Kertz

Publication date: 1986

Published in: Unnamed Author (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1427302

zbMATH Keywords

order statisticsdistributionscharacterisationPoisson approximationsharp inequalitiesextremalconstrained maxima expectationsconvexity-based reductionsextremal problem analysisoptimal value expectationsProphet inequality

Mathematics Subject Classification ID

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

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Prophet-type inequalities for multi-choice optimal stopping ⋮ Prophet Matching with General Arrivals ⋮ Expectation inequalities associated with prophet problems¹ ⋮ Matroid prophet inequalities and applications to multi-dimensional mechanism design ⋮ A prophet inequality for \(L^p\)-bounded dependent random variables

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