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: | Kohlruss Gertrud, Schmitz Norbert |
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.