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Article
Expectation Inequalities Associated With Prophet Problems
Stochastic Analysis and Applications
  • Theodore P. Hill, Georgia Institute of Technology - Main Campus
Publication Date
1-1-1987
Abstract

Applications of the original prophet inequalities of Krengel and Sucheston are made to problems of order selection, non-measurable stop rules, look-ahead stop rules, and iterated maps of random variables. Also, proofs are given of two results of Hill and Hordijk concerning optimal orderings of uniform and exponential distributions

Disciplines
Citation Information
Theodore P. Hill. "Expectation Inequalities Associated With Prophet Problems" Stochastic Analysis and Applications Vol. 5 Iss. 3 (1987) p. 299 - 310
Available at: http://works.bepress.com/tphill/45/