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Expectation inequalities associated with prophet problems1

 

作者: TheodoreP. Hill,  

 

期刊: Stochastic Analysis and Applications  （Taylor Available online 1987）
卷期: Volume 5, issue 3  

页码: 299-310

 

ISSN:0736-2994

 

年代: 1987

 

DOI:10.1080/07362998708809118

 

出版商: Marcel Dekker, Inc.

 

数据来源: Taylor

 

摘要:

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

 

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