Prophet inequalities for dependent random variables

DOI10.1080/17442509508833976zbMath0864.60015OpenAlexW2053667473MaRDI QIDQ4890052

Rainer Wittmann

Publication date: 15 June 1997

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509508833976

zbMATH Keywords

optimal stoppingsums of independent random variablesmaximal inequalitiesprophet inequalities

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Related Items (2)

Correction to ``Prophet inequalities for averages of independent non-negative random variables ⋮ Ratio Prophet Inequalities for the GeneralS_n/nProblem

This page was built for publication: Prophet inequalities for dependent random variables