Prophet regions for look-ahead stopping rules for bounded random variables

DOI10.1080/07362998908809181zbMath0677.62076OpenAlexW2054547709MaRDI QIDQ3833461

Frans A. Boshuizen

Publication date: 1989

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362998908809181

zbMATH Keywords

martingalesprophet regionsinfinite sequences of random variablesk-step look-ahead stopping rule

Mathematics Subject Classification ID

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

Cites Work

• Expectation inequalities associated with prophet problems¹
• A maximal inequality for skew fields
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