An application of prophet regions to optimal stopping with a random number of observations

DOI10.1080/02331930410001716829zbMath1075.60036OpenAlexW2103813712MaRDI QIDQ4820395

Pieter C. Allaart

Publication date: 15 October 2004

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331930410001716829

zbMATH Keywords

random horizonprophet inequality

Mathematics Subject Classification ID

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

Related Items (2)

Prophet Regions for Independent [0, 1-Valued Random Variables with Random Discounting] ⋮ Prophet Regions for Discounted, Uniformly Bounded Random Variables

Cites Work

• Minimax-optimal stop rules and distributions in secretary problems
• A unified approach to a class of best choice problems with an unknown number of options
• A unified approach to a class of optimal selection problems with an unknown number of options
• A statistical version of prophet inequalities
• A maximal inequality for skew fields
• Ratio comparisons of supremum and stop rule expectations
• The Best Choice Problem for a Random Number of Objects
• The candidate problem with unknown population size
• Pseudo-prophet Inequalities in Average-Optimal Stopping
• Comparison of Values of Independent Random Variables in a Bayesian Setting

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