A Survey of Prophet Inequalities in Optimal Stopping TheoryContemporary Mathematics
AbstractThis 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.
Citation InformationTheodore 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/