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Sequential Analysis
Design Methods and Applications
Volume 17, 1998 - Issue 2
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Original Articles

Prophet regions for independent random variables with increasing bounds

Prophet regions for independent random variables

Pages 195-204 | Published online: 29 Mar 2007

References

  • Boshuizen , F. 1991 . Prophet Region for Independent Random Variables with a Discount Factor . J. Multivariate Anal. , 37 : 76 – 84 .
  • Boshuizen , F. 1994 . Optimal Stopping-Related Inequalities for I.I.D. Random Variables when the Future is Discounted . J. Mult. Ana. , 50 : 115 – 131 .
  • Chow , Y. , Robbins , H. and Siegmund , D. 1971 . Great Expectations: The Theory of Optimal Stopping , Boston : Houghton Mifflin Company .
  • Harten , F. 1996 . Prophetenregionen bei zeitlichen Bewertungen im unabhängigen und iid-Fall . Ph.D. thesis . 1996 , University of Münster, Germany.
  • Hill , T. 1983 . Prophet Inequalities and Order Selection in Optimal Stopping Problems . Proc. Amer. Math. Soc. , 88 131 – 137 .
  • Hill , T. , Kertz , R. and Jones , M. 1990 . Prophet Inequalities for Cost of Observation Stopping Problems . J. Multivariate Anal. , 34 : 238 – 253 .
  • Hill , T. and Kertz , R. 1981 . Additive Comparisons of Stop Rule and Supremum Expectations of Uniformly Bounded Independent Random Variables . Proc. Amer. Math. Soc. , 83 582 – 585 .
  • Hill , T. , Kertz , R. and Jones , M. 1990 . Prophet Inequalities for Cost of Observation Stopping Problems . J. Multivariate Anal. , 34 : 238 – 253 .
  • Krengel , U. and Sucheston , L. 1978 . On semiamarts, amarts, and processes with finite value . Adv. Appl. Probability , 4 : 197 – 266 .
  • Samuel Cahn , E. 1992 . A Difference Propher Inequality for Bounded I.I.D. Variables, with Cost for Observations . Ann. of Prob. , 20 : 1222 – 1228 .
  • Schmid , U. 1996 . Prophetentheorie im unabhängigen Fall . Ph.D. thesis . 1996 , University of Düsseldorf, Germany.

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