Extremal distributions for the prophet region in the independent case

Extremal distributions for the prophet region in the independent case

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Article ID: iaor1992258
Country: Switzerland
Volume: 32
Start Page Number: 115
End Page Number: 126
Publication Date: Aug 1991
Journal: Annals of Operations Research
Authors: ,
Abstract:

In this paper, the prophet region in the independent case is investigated. A characterization of all processes is derived, leading to extreme points of this prophet region. Then the authors give a game-theoretical interpretation of the results and formulate a conjecture.

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