Pseudo-prophet Inequalities in Average-Optimal Stopping

DOI10.1081/SQA-120025030zbMath1125.60304OpenAlexW2075142132MaRDI QIDQ4428258

Pieter C. Allaart, Michael Monticino

Publication date: 14 September 2003

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

Full work available at URL: https://doi.org/10.1081/sqa-120025030

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40)

Related Items (3)

An application of prophet regions to optimal stopping with a random number of observations ⋮ A prophet inequality for \(L^2\)-martingales ⋮ A prophet inequality for \(L^p\)-bounded dependent random variables

Cites Work

• Comparisons of stop rule and supremum expectations of i.i.d. random variables
• On the speed of convergence in the ergodic theorem
• A Bayesian analysis of some nonparametric problems
• Minimax Stopping Rules when the Underlying Distribution is Uniform
• Unnamed Item

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