Add to ORKGAdditive comparisons are given between optimal expected gains of a prophet and a gambler. A gambler knows only the past and the present and a prophet is a player with complete foresight. The optimal expected gains are obtained by betting on differences of consecutive uniformly bounded random variables. For example, if the random variables are i.i.d. and [0,1]-valued, then the difference between the prophet and the gambler is at most n/16 for a game of length n, and the bound n/16 is the best possible.
The classic prophet inequality states that, when faced with a finite sequence of non-negative indepe...
A central object of study in optimal stopping theory is the single-choice prophet inequality for ind...
We study the single-choice prophet inequality problem, where a gambler faces a sequence of $n$ onlin...
In the classical prophet inequality, a gambler observes a sequence of stochastic rewards V1,..., Vn ...
ABSTRACT. Let XI, X2,... be independent random variables taking values in [a, b], and let T denote t...
Consider a gambler who observes a sequence of independent, non-negative random numbers and is allowe...
A prophet inequality states, for some α ∈ [0, 1], that the expected value achievable by a gambler wh...
We introduce a new class of prophet inequalities-convex prophet inequalities-where a gambler observe...
The classic prophet inequality states that, when faced with a finite sequence of nonnegative indepen...
AbstractComparisons are made between the expected gain of a prophet (an observer with complete fores...
Comparisons are made between the maximal expected gain of a prophet and the maximal expected reward ...
1980 Mathematics Subject Classification: Primary 60G40.It is demonstrated that for each n \ge 2 ther...
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 ...
A central object of study in optimal stopping theory is the single-choice prophet inequality for ind...
The classic prophet inequality states that, when faced with a finite sequence of non-negative indepe...
A central object of study in optimal stopping theory is the single-choice prophet inequality for ind...
We study the single-choice prophet inequality problem, where a gambler faces a sequence of $n$ onlin...
In the classical prophet inequality, a gambler observes a sequence of stochastic rewards V1,..., Vn ...
ABSTRACT. Let XI, X2,... be independent random variables taking values in [a, b], and let T denote t...
Consider a gambler who observes a sequence of independent, non-negative random numbers and is allowe...
A prophet inequality states, for some α ∈ [0, 1], that the expected value achievable by a gambler wh...
We introduce a new class of prophet inequalities-convex prophet inequalities-where a gambler observe...
The classic prophet inequality states that, when faced with a finite sequence of nonnegative indepen...
AbstractComparisons are made between the expected gain of a prophet (an observer with complete fores...
Comparisons are made between the maximal expected gain of a prophet and the maximal expected reward ...
1980 Mathematics Subject Classification: Primary 60G40.It is demonstrated that for each n \ge 2 ther...
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 ...
A central object of study in optimal stopping theory is the single-choice prophet inequality for ind...
The classic prophet inequality states that, when faced with a finite sequence of non-negative indepe...
A central object of study in optimal stopping theory is the single-choice prophet inequality for ind...
We study the single-choice prophet inequality problem, where a gambler faces a sequence of $n$ onlin...