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Sequential Analysis
Design Methods and Applications
Volume 18, 1999 - Issue 2
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Original Articles

Prophet regions for independent random variables with simultaneous costs and discountings

Prophet regions for independent random variables

Pages 119-132 | Published online: 29 Mar 2007

References

  • Boshuizen , F. 1991 . Prophet Region for Independent Random Varaiables with a Discount Factor . Journal of Multivariate Analysis , 37 : 76 – 84 .
  • Chow , Y. , Robbins , H. and Siegmund , D. 1971 . Great Expectations: The Theory of Optimal stopping , Boston : Houghton Mifflin Company .
  • Harten , F. 1996 . Prophetenregionen bei zeithlichen Bewertungen im unabhängigen und im iid-Fall . Ph.D.thesis . 1996 , University of Münster, Germany.
  • Hill , T. 1983 . Prophet Inequalities and Order Selection in Optimal Stopping Problems . Proceedings of the American Mathematical Society , 88 131 – 137 .
  • Hill , T. and Kertz , R. 1981 . Additive Comparisons of Stop Rule and Supremum Expectations of Uniformly Bounded Independent Random Variables . Proceedings of American Mathematical Society , 83 582 – 585 .
  • Jones , M. 1990 . Prophet Inequalities for Cost of Observation Stopping Problems . Journal of Multivariate Analysis , 34 238 – 253 .
  • Kohlruss , G. and Schmitz , N. 1991 . Extremal Distributions for the Prophet Region in the Independent Case . Annals of Operations Research , 32 115 – 126 .
  • Saint Mont U. Prophet Regions for IID Random Variables with Costs and Discountings To appear in Statistics and Decisions 17 1999
  • Schmid , U. 1996 . Prophetentheorie im unabhängigen Fall . Ph.D. thesis . 1996 , University of Düsseldorf, Germany.
  • Schmid , U. and Saint Mont , U. 1998 . Prophet Regions for Independent Random Variables with Increasing Bounds . Sequential Analysis , 17 ( 2 ) 195 – 204 .

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