Chawla, Shuchi; Goldner, Kira; Karlin, Anna R.; Miller, J. Benjamin Non-adaptive matroid prophet inequalities. (English) Zbl 07977212 Schäfer, Guido (ed.) et al., Algorithmic game theory. 17th international symposium, SAGT 2024, Amsterdam, the Netherlands, September 3–6, 2024. Proceedings. Cham: Springer. Lect. Notes Comput. Sci. 15156, 389-404 (2024). MSC: 91A68 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Livanos, Vasilis; Mehta, Ruta Minimization is Harder in the prophet world. (English) Zbl 07951090 Woodruff, David P. (ed.), Proceedings of the 35th annual ACM-SIAM symposium on discrete algorithms, SODA 2024, Alexandria, Virginia, January 7–10, 2024. Philadelphia, PA: Society for Industrial and Applied Mathematics (SIAM); New York, NY: Association for Computing Machinery (ACM). 424-461 (2024). MSC: 68Wxx × Cite Format Result Cite Review PDF Full Text: DOI
Papadimitriou, Christos; Pollner, Tristan; Saberi, Amin; Wajc, David Online stochastic max-weight bipartite matching: beyond prophet inequalities. (English) Zbl 07940063 Math. Oper. Res. 49, No. 3, 1607-1628 (2024). MSC: 68W27 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Fabien, Gensbittel; Dana, Pizarro; Renault, Jérôme Competition and recall in selection problems. (English) Zbl 07932122 Dyn. Games Appl. 14, No. 4, 806-845 (2024). MSC: 91A55 60G40 91A11 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Ezra, Tomer; Leonardi, Stefano; Reiffenhäuser, Rebecca; Russo, Matteo; Tsigonias-Dimitriadis, Alexandros Prophet inequalities via the expected competitive ratio. (English) Zbl 07917100 Garg, Jugal (ed.) et al., Web and internet economics. 19th international conference, WINE 2023, Shanghai, China, December 4–8, 2023. Proceedings. Cham: Springer. Lect. Notes Comput. Sci. 14413, 272-289 (2024). MSC: 68M11 91A80 91B26 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Qin, Junjie; Vardi, Shai; Wierman, Adam Minimization fractional prophet inequalities for sequential procurement. (English) Zbl 07872323 Math. Oper. Res. 49, No. 2, 928-947 (2024). MSC: 68W27 60G40 × Cite Format Result Cite Review PDF Full Text: DOI
Hoefer, Martin; Schewior, Kevin Threshold testing and semi-online prophet inequalities. (English) Zbl 07961907 Gørtz, Inge Li (ed.) et al., 31st annual European symposium on algorithms, ESA 2023, Amsterdam, The Netherlands, September 4–6, 2023. Wadern: Schloss Dagstuhl – Leibniz-Zentrum für Informatik. LIPIcs – Leibniz Int. Proc. Inform. 274, Article 62, 15 p. (2023). MSC: 68Wxx × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Saxena, Raghuvansh R.; Velusamy, Santhoshini; Weinberg, S. Matthew An improved lower bound for matroid intersection prophet inequalities. (English) Zbl 07918416 Kalai, Yael Tauman (ed.), 14th innovations in theoretical computer science conference, ITCS 2023, January 10–13, 2023, MIT, Cambridge, Massachusetts, USA. Wadern: Schloss Dagstuhl – Leibniz-Zentrum für Informatik. LIPIcs – Leibniz Int. Proc. Inform. 251, Article 95, 20 p. (2023). MSC: 68Qxx × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Arnosti, Nick; Ma, Will Tight guarantees for static threshold policies in the prophet secretary problem. (English) Zbl 1541.90253 Oper. Res. 71, No. 5, 1777-1788 (2023). MSC: 90C15 90C90 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Braun, Alexander; Kesselheim, Thomas Truthful mechanisms for two-sided markets via prophet inequalities. (English) Zbl 1533.91105 Math. Oper. Res. 48, No. 4, 1959-1986 (2023). MSC: 91B03 91B26 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Baek, Jackie; Ma, Will Technical note – Bifurcating constraints to improve approximation ratios for network revenue management with reusable resources. (English) Zbl 1500.90009 Oper. Res. 70, No. 4, 2226-2236 (2022). MSC: 90B10 90C59 90C39 × Cite Format Result Cite Review PDF Full Text: DOI
Correa, José; Dütting, Paul; Fischer, Felix; Schewior, Kevin Prophet inequalities for independent and identically distributed random variables from an unknown distribution. (English) Zbl 1493.62492 Math. Oper. Res. 47, No. 2, 1287-1309 (2022). MSC: 62L15 60G40 68W27 91B26 × Cite Format Result Cite Review PDF Full Text: DOI Link
Zhang, Hanrui Improved prophet inequalities for combinatorial welfare maximization with (approximately) subadditive agents. (English) Zbl 1476.91070 J. Comput. Syst. Sci. 123, 143-156 (2022). MSC: 91B26 × Cite Format Result Cite Review PDF Full Text: DOI Link
Braun, Alexander; Buttkus, Matthias; Kesselheim, Thomas Asymptotically optimal welfare of posted pricing for multiple items with MHR distributions. (English) Zbl 07740877 Mutzel, Petra (ed.) et al., 29th annual European symposium on algorithms. ESA 2021, Lisbon, Portugal (virtual conference), September 6–8, 2021. Wadern: Schloss Dagstuhl – Leibniz-Zentrum für Informatik. LIPIcs – Leibniz Int. Proc. Inform. 204, Article 22, 16 p. (2021). MSC: 68Wxx × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Correa, José; Pizarro, Dana; Verdugo, Victor Optimal revenue guarantees for pricing in large markets. (English) Zbl 1491.91078 Caragiannis, Ioannis (ed.) et al., Algorithmic game theory. 14th international symposium, SAGT 2021, Aarhus, Denmark, September 21–24, 2021. Proceedings. Cham: Springer. Lect. Notes Comput. Sci. 12885, 221-235 (2021). MSC: 91B24 × Cite Format Result Cite Review PDF Full Text: DOI arXiv HAL
Feldman, Moran; Svensson, Ola; Zenklusen, Rico Online contention resolution schemes with applications to Bayesian selection problems. (English) Zbl 1509.68339 SIAM J. Comput. 50, No. 2, 255-300 (2021). MSC: 68W27 68R05 91B24 × Cite Format Result Cite Review PDF Full Text: DOI Link
Zhang, Hanrui Improved prophet inequalities for combinatorial welfare maximization with (Approximately) subadditive agents. (English) Zbl 07651221 Grandoni, Fabrizio (ed.) et al., 28th annual European symposium on algorithms. ESA 2020, September 7–9, 2020, Pisa, Italy, virtual conference. Proceedings. Wadern: Schloss Dagstuhl – Leibniz Zentrum für Informatik. LIPIcs – Leibniz Int. Proc. Inform. 173, Article 82, 17 p. (2020). MSC: 68Wxx × Cite Format Result Cite Review PDF Full Text: DOI
Rubinstein, Aviad; Wang, Jack Z.; Weinberg, S. Matthew Optimal single-choice prophet inequalities from samples. (English) Zbl 07650408 Vidick, Thomas (ed.), 11th innovations in theoretical computer science conference, ITCS 2020, Seattle, Washington, USA, January 12–14, 2020. Wadern: Schloss Dagstuhl – Leibniz Zentrum für Informatik. LIPIcs – Leibniz Int. Proc. Inform. 151, Article 60, 10 p. (2020). MSC: 68Qxx × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Dütting, Paul; Feldman, Michal; Kesselheim, Thomas; Lucier, Brendan Prophet inequalities made easy: stochastic optimization by pricing nonstochastic inputs. (English) Zbl 1454.91090 SIAM J. Comput. 49, No. 3, 540-582 (2020). MSC: 91B24 60G40 93E20 68W27 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Correa, José; Foncea, Patricio; Pizarro, Dana; Verdugo, Victor From pricing to prophets, and back! (English) Zbl 1476.91069 Oper. Res. Lett. 47, No. 1, 25-29 (2019). MSC: 91B26 × Cite Format Result Cite Review PDF Full Text: DOI
Epitropou, Markos; Vohra, Rakesh Optimal on-line allocation rules with verification. (English) Zbl 1431.91183 Fotakis, Dimitris (ed.) et al., Algorithmic game theory. 12th International symposium, SAGT 2019, Athens, Greece, September 30 – October 3, 2019. Proceedings. Cham: Springer. Lect. Notes Comput. Sci. 11801, 3-17 (2019). MSC: 91B32 91B43 × Cite Format Result Cite Review PDF Full Text: DOI Link
Rubinstein, Aviad; Singla, Sahil Combinatorial prophet inequalities. (English) Zbl 1417.91251 Klein, Philip N. (ed.), Proceedings of the 28th annual ACM-SIAM symposium on discrete algorithms, SODA 2017, Barcelona, Spain, January 16–19, 2017. Philadelphia, PA: Society for Industrial and Applied Mathematics (SIAM); New York, NY: Association for Computing Machinery (ACM). 1671-1687 (2017). MSC: 91B26 90C27 60G40 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Feldman, Moran; Svensson, Ola; Zenklusen, Rico Online contention resolution schemes. (English) Zbl 1411.68203 Krauthgamer, Robert (ed.), Proceedings of the 27th annual ACM-SIAM symposium on discrete algorithms, SODA 2016, Arlington, VA, USA, January 10–12, 2016. Philadelphia, PA: Society for Industrial and Applied Mathematics (SIAM); New York, NY: Association for Computing Machinery (ACM). 1014-1033 (2016). MSC: 68W27 90C15 90C27 90C59 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Osȩkowski, Adam A prophet inequality for \(L^p\)-bounded dependent random variables. (English) Zbl 1318.60044 Positivity 19, No. 2, 289-303 (2015). MSC: 60G40 60E15 62L15 × Cite Format Result Cite Review PDF Full Text: DOI
Alaei, Saeed Bayesian combinatorial auctions: expanding single buyer mechanisms to many buyers. (English) Zbl 1307.91088 SIAM J. Comput. 43, No. 2, 930-972 (2014). MSC: 91B26 90C27 91B32 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Osȩkowski, Adam A prophet inequality for \(L^2\)-martingales. (English) Zbl 1323.60059 Stat. Probab. Lett. 83, No. 10, 2319-2323 (2013). MSC: 60G42 60G40 60E15 × Cite Format Result Cite Review PDF Full Text: DOI
Kleinberg, Robert; Weinberg, Seth Matthew Matroid prophet inequalities. (English) Zbl 1286.60037 Karloff, Howard J. (ed.) et al., Proceedings of the 44th annual ACM symposium on theory of computing, STOC 2012. New York, NY, USA, May 19–22, 2012. New York, NY: Association for Computing Machinery (ACM) (ISBN 978-1-4503-1245-5). 123-136 (2012). MSC: 60G40 62L15 60E15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Tanaka, Teruo Lower semicontinuity property of multiparameter optimal stopping value and its application to multiparameter prophet inequalities. (English) Zbl 1186.60038 J. Math. Anal. Appl. 359, No. 1, 240-251 (2009). Reviewer: Krzysztof Szajowski (Wrocław) MSC: 60G40 60F05 62L15 90C99 60G44 60E15 × Cite Format Result Cite Review PDF Full Text: DOI
Allaart, Pieter C. Prophet regions for discounted, uniformly bounded random variables. (English) Zbl 1102.60038 Stochastic Anal. Appl. 24, No. 3, 531-554 (2006). Reviewer: Krzysztof Szajowski (Wrocław) MSC: 60G40 62L15 60E15 × Cite Format Result Cite Review PDF Full Text: DOI
Allaart, Pieter C. Prophet regions for independent \([0,1]\)-valued random variables with random discounting. (English) Zbl 1079.60042 Stochastic Anal. Appl. 23, No. 3, 491-509 (2005). Reviewer: Krzysztof Szajowski (Wrocław) MSC: 60G40 60E15 62L15 × Cite Format Result Cite Review PDF Full Text: DOI
Assaf, David; Samuel-Cahn, Ester Why is one choice different? (English) Zbl 1058.60027 J. Stat. Plann. Inference 130, No. 1-2, 127-132 (2005). MSC: 60G40 60E15 × Cite Format Result Cite Review PDF Full Text: DOI Link
Kösters, Holger Difference prophet inequalities for \([0,1]\)-valued i.i.d. random variables with cost for observations. (English) Zbl 1078.60030 Ann. Probab. 32, No. 4, 3324-3332 (2004). Reviewer: Krzysztof Szajowski (Wrocław) MSC: 60G40 60E15 62L15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Assaf, David; Goldstein, Larry; Samuel-Cahn, Ester Ratio prophet inequalities when the mortal has several choices. (English) Zbl 1012.60045 Ann. Appl. Probab. 12, No. 3, 972-984 (2002). MSC: 60G40 60E15 × Cite Format Result Cite Review PDF Full Text: DOI
Castillo, Ileana; Jones, Martin L. Stop rule and supremum comparisons for i. i. d. sequences of exponential and uniform random variables. (English) Zbl 1003.60043 Stochastic Anal. Appl. 19, No. 2, 197-206 (2001). Reviewer: Yoshio Ohtsubo (Kochi) MSC: 60G40 60E15 62L15 × Cite Format Result Cite Review PDF Full Text: DOI
Assaf, David; Samuel-Cahn, Ester Simple ratio prophet inequalities for a mortal with multiple choices. (English) Zbl 0982.60027 J. Appl. Probab. 37, No. 4, 1084-1091 (2000). Reviewer: Klaus Schürger (Bonn) MSC: 60G40 60E15 × Cite Format Result Cite Review PDF Full Text: DOI
Assaf, David; Goldstein, Larry; Samuel-Cahn, Ester An unexpected connection between branching processes and optimal stopping. (English) Zbl 0968.60040 J. Appl. Probab. 37, No. 3, 613-626 (2000). MSC: 60G40 60J80 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Kertz, Robert P. Pricing-differentials and bounds for lookback options, and prophet problems in probability. (English) Zbl 0945.60033 Hill, Theodore P. (ed.) et al., Advances in stochastic inequalities. AMS special session on Stochastic inequalities and their applications, Georgia Institute of Technology, Atlanta, GA, USA, October 17-19, 1997. Providence, RI: AMS, American Mathematical Society. Contemp. Math. 234, 97-120 (1999). Reviewer: Peter Bank (Berlin) MSC: 60G40 91B28 60E15 × Cite Format Result Cite Review PDF
Saint-Mont, U. Prophet regions for i. i. d. random variables with simultaneous costs and discountings. (English) Zbl 0949.60059 Stat. Decis. 17, No. 2, 185-203 (1999). MSC: 60G40 62L15 × Cite Format Result Cite Review PDF
Saint-Mont, Uwe Prophet regions for independent random variables with simultaneous costs and discountings. (English) Zbl 0942.62092 Sequential Anal. 18, No. 2, 119-132 (1999). Reviewer: T.P.Hill (Atlanta) MSC: 62L15 60G40 91A60 × Cite Format Result Cite Review PDF Full Text: DOI
Assaf, David; Goldstein, Larry; Samuel-Cahn, Ester A statistical version of prophet inequalities. (English) Zbl 0929.62088 Ann. Stat. 26, No. 3, 1190-1197 (1998). MSC: 62L15 60G40 × Cite Format Result Cite Review PDF Full Text: DOI
Assaf, David; Samuel-Cahn, Ester Optimal multivariate stopping rules. (English) Zbl 0937.60040 J. Appl. Probab. 35, No. 3, 693-706 (1998). Reviewer: K.Szajowski (Wrocław) MSC: 60G40 62L15 91A12 91A60 × Cite Format Result Cite Review PDF Full Text: DOI Link
Schmid, Uwe; Saint-Mont, Uwe Prophet regions for independent random variables with increasing bounds. (English) Zbl 0918.60029 Sequential Anal. 17, No. 2, 195-204 (1998). Reviewer: A.K.Basu (Calcutta) MSC: 60G40 62L15 × Cite Format Result Cite Review PDF Full Text: DOI
Choi, K. P.; Klass, Michael J. Some best possible prophet inequalities for convex functions of sums of independent variates and unordered martingale difference sequences. (English) Zbl 0880.60017 Ann. Probab. 25, No. 2, 803-811 (1997). MSC: 60E15 60G50 60G40 60G42 × Cite Format Result Cite Review PDF Full Text: DOI
Boshuizen, Frans A. Prophet compared to gambler: Additive inequalities for transforms of sequences of random variables. (English) Zbl 0867.60024 Stat. Probab. Lett. 29, No. 1, 23-32 (1996). MSC: 60G40 × Cite Format Result Cite Review PDF Full Text: DOI
Wittmann, Rainer Superprophet inequalities for independent random variables. (English) Zbl 0903.60035 J. Appl. Probab. 33, No. 3, 904-908 (1996). Reviewer: K.Szajowski (Wrocław) MSC: 60G40 62L15 91A60 × Cite Format Result Cite Review PDF Full Text: DOI
Schmid, Uwe Prophet theory in the independent case. (Prophetentheorie im unabhängigen Fall.) (German) Zbl 0873.60031 Düsseldorf: Univ. Düsseldorf, Math.-Naturwiss. Fak. 140 p. (1996). MSC: 60G40 × Cite Format Result Cite Review PDF
Wittmann, Rainer Prophet inequalities for dependent random variables. (English) Zbl 0864.60015 Stochastics Stochastics Rep. 52, No. 3-4, 283-293 (1995). MSC: 60E15 × Cite Format Result Cite Review PDF Full Text: DOI
Meyerthole, Andreas Games against a prophet for general stochastic processes. (Spiele gegen einen Propheten bei allgemeinen stochastischen Prozessen.) (German) Zbl 0827.60030 Skripten zur Mathematischen Statistik. 25. Münster: Gesellschaft zur Förderung der Mathematischen Statistik, vi, 74 S. (1995). Reviewer: A.Meyerthole (Münster) MSC: 60G40 91A05 × Cite Format Result Cite Review PDF
Boshuizen, Frans A. Optimal stopping-related inequalities for i.i.d. random variables when the future is discounted. (English) Zbl 0804.60038 J. Multivariate Anal. 50, No. 1, 115-131 (1994). MSC: 60G40 60E15 × Cite Format Result Cite Review PDF Full Text: DOI Link
Jones, Martin L. Prophet inequalities for products of non-negative random variables. (English) Zbl 0803.60041 Stochastic Anal. Appl. 12, No. 2, 205-223 (1994). Reviewer: N.G.Gamkrelidze (Moskva) MSC: 60G40 60E15 × Cite Format Result Cite Review PDF Full Text: DOI
Klass, Michael J. Ratio prophet inequalities for convex functions of partial sums. (English) Zbl 0777.60038 Stat. Probab. Lett. 17, No. 3, 205-209 (1993). Reviewer: J.G.Székely (Bowling Green) MSC: 60G50 60E15 × Cite Format Result Cite Review PDF Full Text: DOI
Samuel-Cahn, Ester Optimal stopping in urn models with payoff depending on maximal observed element. (English) Zbl 0764.60044 Stat. Probab. Lett. 16, No. 5, 361-368 (1993). MSC: 60G40 60E15 × Cite Format Result Cite Review PDF Full Text: DOI
Samuel-Cahn, Ester A difference prophet inequality for bounded i.i.d. variables, with cost for observations. (English) Zbl 0777.60035 Ann. Probab. 20, No. 3, 1222-1228 (1992). Reviewer: K.Szajowski (Wrocław) MSC: 60G40 60E15 60G70 62L15 × Cite Format Result Cite Review PDF Full Text: DOI
Hill, Theodore P.; Kertz, Robert P. A survey of prophet inequalities in optimal stopping theory. (English) Zbl 0794.60040 Strategies for sequential search and selection in real time, Proc. Conf., Amherst/ MA (USA) 1990, Contemp. Math. 125, 191-207 (1992). MSC: 60G40 60E15 62L15 × Cite Format Result Cite Review PDF
Boshuizen, Frans Multivariate prophet inequalities for negatively dependent random vectors. (English) Zbl 0755.60036 Strategies for sequential search and selection in real time, Proc. Conf., Amherst/ MA (USA) 1990, Contemp. Math. 125, 183-190 (1992). Reviewer: P.Neumann (Dresden) MSC: 60G40 60E15 × Cite Format Result Cite Review PDF
Rinott, Yosef; Samuel-Cahn, Ester Orderings of optimal stopping values and prophet inequalities for certain multivariate distributions. (English) Zbl 0722.60040 J. Multivariate Anal. 37, No. 1, 104-114 (1991). Reviewer: J.Gianini-Pettitt (Ottawa) MSC: 60G40 60E15 × Cite Format Result Cite Review PDF Full Text: DOI
Boshuizen, Frans Prophet region for independent random variables with a discount factor. (English) Zbl 0722.60038 J. Multivariate Anal. 37, No. 1, 76-84 (1991). Reviewer: J.Gianini-Pettitt (Ottawa) MSC: 60G40 60E15 × Cite Format Result Cite Review PDF Full Text: DOI
Jones, Martin Prophet inequalities for cost of observation stopping problems. (English) Zbl 0753.60042 J. Multivariate Anal. 34, No. 2, 238-253 (1990). Reviewer: J. Gianini Pettitt (Ottawa) MSC: 60G40 62L15 × Cite Format Result Cite Review PDF Full Text: DOI
Kertz, Robert P.; Rösler, Uwe Martingales with given maxima and terminal distributions. (English) Zbl 0743.60046 Isr. J. Math. 69, No. 2, 173-192 (1990). MSC: 60G44 60E15 × Cite Format Result Cite Review PDF Full Text: DOI
Hill, T. P.; Kennedy, D. P. Prophet inequalities for parallel processes. (English) Zbl 0685.60048 J. Multivariate Anal. 31, No. 2, 236-243 (1989). MSC: 60G40 60E15 × Cite Format Result Cite Review PDF Full Text: DOI
Klass, Michael J. Maximizing \(E\max _{1\leq k\leq n}S^+_ k/ES^+_ n:\) A prophet inequality for sums of i.i.d. mean zero variates. (English) Zbl 0684.60032 Ann. Probab. 17, No. 3, 1243-1247 (1989). Reviewer: U.Krengel MSC: 60G40 60E15 60G50 × Cite Format Result Cite Review PDF Full Text: DOI
Samuel-Cahn, Ester Prophet inequalities for threshold rules for independent bounded random variables. (English) Zbl 0651.60056 Statistical decision theory and related topics IV, Pap. 4th Purdue Symp., West Lafayette/Indiana 1986, Vol. 2, 177-182 (1988). Reviewer: E.Samuel-Cahn MSC: 60G40 60E15 × Cite Format Result Cite Review PDF
Rinott, Yosef; Samuel-Cahn, Ester Comparisons of optimal stopping values and prophet inequalities for negatively dependent random variables. (English) Zbl 0639.60052 Ann. Stat. 15, 1482-1490 (1987). Reviewer: J.Gianini-Pettitt MSC: 60G40 60E15 60K30 × Cite Format Result Cite Review PDF Full Text: DOI
Hill, Theodore P. Expectation inequalities associated with prophet problems. (English) Zbl 0633.60063 Stochastic Anal. Appl. 5, 299-310 (1987). Reviewer: U.Krengel MSC: 60G40 60E15 × Cite Format Result Cite Review PDF Full Text: DOI Link
Kennedy, D. P. Prophet-type inequalities for multi-choice optimal stopping. (English) Zbl 0621.60054 Stochastic Processes Appl. 24, 77-88 (1987). Reviewer: U.Krengel MSC: 60G40 62L15 60E15 × Cite Format Result Cite Review PDF Full Text: DOI
Kertz, Robert P. Comparison of optimal value and constrained maxima expectations for independent random variables. (English) Zbl 0594.62096 Adv. Appl. Probab. 18, 311-340 (1986). Reviewer: D.P.Kennedy MSC: 62L15 60G40 × Cite Format Result Cite Review PDF Full Text: DOI
Cox, David C.; Kertz, Robert P. Prophet regions and sharp inequalities for pth absolute moments of martingales. (English) Zbl 0594.60019 J. Multivariate Anal. 18, 242-273 (1986). Reviewer: U.Krengel MSC: 60E15 60G42 60G40 × Cite Format Result Cite Review PDF Full Text: DOI
Samuel-Cahn, Ester Comparison of threshold stop rules and maximum for independent nonnegative random variables. (English) Zbl 0549.60036 Ann. Probab. 12, 1213-1216 (1984). Reviewer: J.Gianini-Pettitt MSC: 60G40 × Cite Format Result Cite Review PDF Full Text: DOI
Hill, Theodore P.; Kertz, Robert P. Stop rule inequalities for uniformly bounded sequences of random variables. (English) Zbl 0517.60051 Trans. Am. Math. Soc. 278, 197-207 (1983). MSC: 60G40 60E15 60G42 90C99 × Cite Format Result Cite Review PDF Full Text: DOI
Hill, T. P. Prophet inequalities and order selection in optimal stopping problems. (English) Zbl 0517.60050 Proc. Am. Math. Soc. 88, 131-137 (1983). MSC: 60G40 × Cite Format Result Cite Review PDF Full Text: DOI