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

Mathematics

Included in

Mathematics Commons

Share

COinS
 

URL: http://digitalcommons.calpoly.edu/rgp_rsr/5