Publication Cover
Sequential Analysis
Design Methods and Applications
Volume 26, 2007 - Issue 4
53
Views
3
CrossRef citations to date
0
Altmetric
Original Articles

Prophet Inequalities for I.I.D. Random Variables with Random Arrival Times

Pages 403-413 | Received 06 Jun 2006, Accepted 15 Apr 2007, Published online: 26 Oct 2007

REFERENCES

  • Allaart , P. C. ( 2006 ). Prophet Inequalities for I.I.D. Random Variables with Random Arrival Times, technical report, University of North Texas, www.math.unt.edu/~allaart/papers/Poisson-prophet.pdf .
  • Chow , Y. S. , Robbins , H. , and Siegmund , D. ( 1971 ). The Theory of Optimal Stopping , Boston : Houghton Mifflin .
  • Hill , T. P. and Kertz , R. P. ( 1981 ). Additive Comparisons of Stop Rule and Supremum Expectations of Uniformly Bounded Independent Random Variables , Proceedings of American Mathematical Society 83 : 582 – 585 .
  • Hill , T. P. and Kertz , R. P. ( 1982 ). Comparisons of Stop Rule and Supremum Expectations of I.I.D. Random Variables , Annals of Probability 10 : 336 – 345 .
  • Karlin , S. ( 1962 ). Stochastic Models and Optimal Policy for Selling an Asset , in Studies in Applied Probability and Management Science , K. J. Arrow , S. Karlin , and H. Scarf , eds., pp. 148 – 158 , Stanford : Stanford University Press .
  • Kertz , R. P. (1986). Stop Rule and Supremum Expectations of I.I.D. Random Variables: A Complete Comparison by Conjugate Duality, Journal of Multivariate Analysis 19: 88–112.
  • Krengel , U. and Sucheston , L. ( 1978 ). On Semiamarts, Amarts, and Processes with Finite Value , in Probability on Banach Spaces , J. Kuelbs , ed., pp. 197 – 266 , Advances in Probability and Related Topics , vol. 4 , New York : Dekker .
  • Sakaguchi , M. ( 1976 ). Optimal Stopping Problems for Randomly Arriving Offers , Mathematicae Japonicae 21 : 201 – 217 .
  • Recommended by Allan Gut

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.