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A Survey of Prophet Inequalities in Optimal Stopping Theory
Contemporary Mathematics
  • Theodore P. Hill, Georgia Institute of Technology - Main Campus
  • Robert P. Kertz, Georgia Institute of Technology - Main Campus
Publication Date
1-1-1992
Abstract

This paper surveys the origin and development of what has come to be known as "prophet inequalities" in optimal stopping theory. Included is a review of all published work to date on these problems, including extensions and variations, descriptions and examples of the main proof techniques, and a list of a number of basic open problems.

Disciplines
Citation Information
Theodore P. Hill and Robert P. Kertz. "A Survey of Prophet Inequalities in Optimal Stopping Theory" Contemporary Mathematics Vol. 125 Iss. 1 (1992) p. 191 - 207
Available at: http://works.bepress.com/tphill/35/