Citations: Prophet regions for independent random variables with simultaneous costs and discountings

Sequential Analysis

Design Methods and Applications

Volume 18, 1999 - Issue 2

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PieterC. Allaart. (2006) Prophet Regions for Discounted, Uniformly Bounded Random Variables. Stochastic Analysis and Applications 24:3, pages 531-554.
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Pieter C. Allaart. (2005) Prophet Regions for Independent [0, 1]-Valued Random Variables with Random Discounting. Stochastic Analysis and Applications 23:3, pages 491-509.
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Prophet regions for independent random variables with simultaneous costs and discountings

Prophet regions for independent random variables

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