Prophet Regions for Independent [0, 1]-Valued Random Variables with Random Discounting
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Publication:5316800
DOI10.1081/SAP-200056671zbMath1079.60042OpenAlexW2103545576MaRDI QIDQ5316800
Publication date: 15 September 2005
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1081/sap-200056671
Inequalities; stochastic orderings (60E15) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)
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Cites Work
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- Prophet region for independent random variables with a discount factor
- Stop rule and supremum expectations of i.i.d. random variables: A complete comparison by conjugate duality
- Ratio comparisons of supremum and stop rule expectations
- Prophet regions for independent random variables with simultaneous costs and discountings
- An application of prophet regions to optimal stopping with a random number of observations
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