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Prophet-type inequalities for multi-choice optimal stopping

Author

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  • Kennedy, D. P.

Abstract

For independent non-negative random variables {Xn, n >= 1} let [upsilon]r = sup E(X[tau]1+...+X[tau]), where the supremum extends over all stopping times [tau]1

Suggested Citation

  • Kennedy, D. P., 1987. "Prophet-type inequalities for multi-choice optimal stopping," Stochastic Processes and their Applications, Elsevier, vol. 24(1), pages 77-88, February.
    • Handle: RePEc:eee:spapps:v:24:y:1987:i:1:p:77-88
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    Cited by:

    1. Yann Disser & John Fearnley & Martin Gairing & Oliver Göbel & Max Klimm & Daniel Schmand & Alexander Skopalik & Andreas Tönnis, 2020. "Hiring Secretaries over Time: The Benefit of Concurrent Employment," Mathematics of Operations Research, INFORMS, vol. 45(1), pages 323-352, February.
    2. Kleinberg, Robert & Weinberg, S. Matthew, 2019. "Matroid prophet inequalities and applications to multi-dimensional mechanism design," Games and Economic Behavior, Elsevier, vol. 113(C), pages 97-115.

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