Add to ORKG1980 Mathematics Subject Classification: Primary 60G40.It is demonstrated that for each n \ge 2 there exists a universal constant, c_n, such that for any sequence of independent random variables {X_r, r \ge 1} with finite variances, E[max_{1\le i\le n} X_i] - sup_T EX_T \le c_n\sqrt{n - 1} max_{1\le i\le n}\sqrt{Var (X_i)}, where the supremum is over all stopping times T, 1\le T \le n. Furthermore, c_n\le 1/2 and lim inf_{n\to\infty} c_n 0:439485 ....NSF grant DMS 92-0958
In the classical prophet inequality, a gambler observes a sequence of stochastic rewards V1,..., Vn ...
Let X1,X2,... be any sequence of nonnegative integrable random vari-ables, and let N ∈ {1, 2,...} be...
Additive comparisons are given between optimal expected gains of a prophet and a gambler. A gambler ...
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...
AbstractComparisons are made between the expected gain of a prophet (an observer with complete fores...
A central object in optimal stopping theory is the single-choice prophet inequality for independent,...
Let X 1 , X 2 , . . . be any sequence of [0, 1]-valued random variables. A complete comparison is ma...
A prophet inequality states, for some α ∈ [0, 1], that the expected value achievable by a gambler wh...
In a prophet inequality problem, $n$ independent random variables are presented to a gambler one by ...
The classic prophet inequality states that, when faced with a finite sequence of non-negative indepe...
A prophet inequality states, for some α ∈ [0, 1], that the expected value achievable by a gambler wh...
AbstractLet X1, …, Xn be a sequence of independent [0, 1]-valued random variables and let 0 < β ≤ 1....
AbstractGeneralizations of prophet inequalities for single sequences are obtained for optimal stoppi...
In the classical prophet inequality, a gambler observes a sequence of stochastic rewards V1,..., Vn ...
Let X1,X2,... be any sequence of nonnegative integrable random vari-ables, and let N ∈ {1, 2,...} be...
Additive comparisons are given between optimal expected gains of a prophet and a gambler. A gambler ...
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...
AbstractComparisons are made between the expected gain of a prophet (an observer with complete fores...
A central object in optimal stopping theory is the single-choice prophet inequality for independent,...
Let X 1 , X 2 , . . . be any sequence of [0, 1]-valued random variables. A complete comparison is ma...
A prophet inequality states, for some α ∈ [0, 1], that the expected value achievable by a gambler wh...
In a prophet inequality problem, $n$ independent random variables are presented to a gambler one by ...
The classic prophet inequality states that, when faced with a finite sequence of non-negative indepe...
A prophet inequality states, for some α ∈ [0, 1], that the expected value achievable by a gambler wh...
AbstractLet X1, …, Xn be a sequence of independent [0, 1]-valued random variables and let 0 < β ≤ 1....
AbstractGeneralizations of prophet inequalities for single sequences are obtained for optimal stoppi...
In the classical prophet inequality, a gambler observes a sequence of stochastic rewards V1,..., Vn ...
Let X1,X2,... be any sequence of nonnegative integrable random vari-ables, and let N ∈ {1, 2,...} be...
Additive comparisons are given between optimal expected gains of a prophet and a gambler. A gambler ...