Add to ORKGABSTRACT. This paper surveys the origin and development of what has come to be known as "prophet inequalities " in optimal stopping theory. Included is a review of all published work to date on these problems, in cluding extensions and variations, descriptions and examples of the main proof techniques, and a list of a number of basic open problems. 1
A central object of study in optimal stopping theory is the single-choice prophet inequality for ind...
We present a brief review of optimal stopping and dynamic programming using minimal technical tools ...
This thesis studies two discrete optimization problems: ordering problems in optimal stopping theory...
AbstractThis paper is concerned with the optimal stopping problem for discrete time multiparameter s...
This volume contains the proceedings of the AMS-IMS-SIAM Joint Summer Research Conference on Strateg...
Comparisons are made between the maximal expected gain of a prophet and the maximal expected reward ...
Optimal stopping theory is a powerful tool for analyzing scenarios such as online auctions in which ...
A central object of study in optimal stopping theory is the single-choice prophet inequality for ind...
In this thesis an optimal stopping problem related to the classical secretary problem is studied. Th...
AbstractComparisons are made between the maximal expected gain of a prophet and the maximal expected...
AbstractThis paper concerns the optimal stopping problem for discrete time multiparameter stochastic...
Let X1,X2,... be any sequence of nonnegative integrable random vari-ables, and let N ∈ {1, 2,...} be...
The classic prophet inequality states that, when faced with a finite sequence of non-negative indepe...
AbstractGeneralizations of prophet inequalities for single sequences are obtained for optimal stoppi...
AbstractFor independent non-negative random variables {Xn, n ≥ 1} let υr = sup E(Xτ1+⋯+Xτ), where th...
A central object of study in optimal stopping theory is the single-choice prophet inequality for ind...
We present a brief review of optimal stopping and dynamic programming using minimal technical tools ...
This thesis studies two discrete optimization problems: ordering problems in optimal stopping theory...
AbstractThis paper is concerned with the optimal stopping problem for discrete time multiparameter s...
This volume contains the proceedings of the AMS-IMS-SIAM Joint Summer Research Conference on Strateg...
Comparisons are made between the maximal expected gain of a prophet and the maximal expected reward ...
Optimal stopping theory is a powerful tool for analyzing scenarios such as online auctions in which ...
A central object of study in optimal stopping theory is the single-choice prophet inequality for ind...
In this thesis an optimal stopping problem related to the classical secretary problem is studied. Th...
AbstractComparisons are made between the maximal expected gain of a prophet and the maximal expected...
AbstractThis paper concerns the optimal stopping problem for discrete time multiparameter stochastic...
Let X1,X2,... be any sequence of nonnegative integrable random vari-ables, and let N ∈ {1, 2,...} be...
The classic prophet inequality states that, when faced with a finite sequence of non-negative indepe...
AbstractGeneralizations of prophet inequalities for single sequences are obtained for optimal stoppi...
AbstractFor independent non-negative random variables {Xn, n ≥ 1} let υr = sup E(Xτ1+⋯+Xτ), where th...
A central object of study in optimal stopping theory is the single-choice prophet inequality for ind...
We present a brief review of optimal stopping and dynamic programming using minimal technical tools ...
This thesis studies two discrete optimization problems: ordering problems in optimal stopping theory...