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Sequential Analysis
Design Methods and Applications
Volume 22, 2003 - Issue 3
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Original Articles

Pseudo-prophet Inequalities in Average-Optimal Stopping

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Pages 233-239 | Received 01 Aug 2002, Published online: 02 Sep 2006

References

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  • Hill , T.P. and Kertz , R.P. 1982 . Comparisons of stop rule and supremum expectations of i.i.d. random variables . Ann. Probab. , 10 ( 2 ) : 336 – 345 .
  • Hill , T.P. and Kertz , R.P. 1992 . A survey of prophet inequalities in optimal stopping theory . Contemp. Math. , 125 : 191 – 207 .
  • Krengel , U. and Sucheston , L. 1978 . “ On semiamarts, amarts, and processes with finite value ” . In Probability in Banach Spaces Edited by: Kuelbs , J. New York : Marcel Dekker Inc. .
  • Mauldin , R.D. and Williams , S.C. 1990 . Reinforced random walks and random distributions . Proc. Amer. Math. Sac. , 110 ( 1 ) : 251 – 258 .
  • Samuels , S. 1981 . Minimax stopping rules when the underlying distribution is uniform . J. Amer. Stat. Assoc. , 76 : 188 – 197 .

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