Recommended Citation
Postprint version. Published in Stochastic Analysis and Applications, Volume 5, Issue 3, January 1, 1987, pages 299-310.
Copyright © 1987 Taylor & Francis. This is an electronic version of an article published in Stochastic Analysis and Applications.
NOTE: At the time of publication, the author Theodore P. Hill was not yet affiliated with Cal Poly.
The definitive version is available at https://doi.org/10.1080/07362998708809118.
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
URL: https://digitalcommons.calpoly.edu/rgp_rsr/5