AbstractFor independent non-negative random variables {Xn, n ≥ 1} let υr = sup E(Xτ1+⋯+Xτ), where the supremum extends over all stopping times τ1< ⋯<τr. It is shown that for each r there exists a (best) universal constant Cr, 1<Cr<2 with E supnXn<Crυr. T well-known “prophet” inequality in the case r = 1, when C1 = 2. Additional bounds for E supn, Xn, in terms of υr, are given in the case when the random variables are bounded
AbstractThis paper is concerned with the optimal stopping problem for discrete time multiparameter s...
1980 Mathematics Subject Classification: Primary 60G40.It is demonstrated that for each n \ge 2 ther...
Suppose you observe a finite sequence of random variables from some known joint distribution F, you ...
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...
A central object of study in optimal stopping theory is the single-choice prophet inequality for ind...
AbstractGeneralizations of prophet inequalities for single sequences are obtained for optimal stoppi...
Let X1,X2,... be any sequence of nonnegative integrable random vari-ables, and let N ∈ {1, 2,...} be...
AbstractComparisons are made between the expected gain of a prophet (an observer with complete fores...
ABSTRACT. This paper surveys the origin and development of what has come to be known as "prophe...
A central object in optimal stopping theory is the single-choice prophet inequality for independent,...
AbstractA complete comparison is made between the value V(X1,…, Xn) = sup{EXt: t is a stop rule for ...
AbstractThis paper is concerned with the optimal stopping problem for discrete time multiparameter s...
Comparisons are made between the maximal expected gain of a prophet and the maximal expected reward ...
AbstractComparisons are made between the maximal expected gain of a prophet and the maximal expected...
AbstractThis paper is concerned with the optimal stopping problem for discrete time multiparameter s...
1980 Mathematics Subject Classification: Primary 60G40.It is demonstrated that for each n \ge 2 ther...
Suppose you observe a finite sequence of random variables from some known joint distribution F, you ...
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...
A central object of study in optimal stopping theory is the single-choice prophet inequality for ind...
AbstractGeneralizations of prophet inequalities for single sequences are obtained for optimal stoppi...
Let X1,X2,... be any sequence of nonnegative integrable random vari-ables, and let N ∈ {1, 2,...} be...
AbstractComparisons are made between the expected gain of a prophet (an observer with complete fores...
ABSTRACT. This paper surveys the origin and development of what has come to be known as "prophe...
A central object in optimal stopping theory is the single-choice prophet inequality for independent,...
AbstractA complete comparison is made between the value V(X1,…, Xn) = sup{EXt: t is a stop rule for ...
AbstractThis paper is concerned with the optimal stopping problem for discrete time multiparameter s...
Comparisons are made between the maximal expected gain of a prophet and the maximal expected reward ...
AbstractComparisons are made between the maximal expected gain of a prophet and the maximal expected...
AbstractThis paper is concerned with the optimal stopping problem for discrete time multiparameter s...
1980 Mathematics Subject Classification: Primary 60G40.It is demonstrated that for each n \ge 2 ther...
Suppose you observe a finite sequence of random variables from some known joint distribution F, you ...
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