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cs.DS2024
IID Prophet Inequality with Random Horizon: Going Beyond Increasing Hazard Rates
Giordano Giambartolomei, Frederik Mallmann-Trenn, Raimundo Saona
Prophet inequalities are a central object of study in optimal stopping theory. In the iid model, a gambler sees values in an online fashion, sampled independently from a given dist…
cs.DS2023★ 1 cited
Prophet Inequalities: Separating Random Order from Order Selection
Giordano Giambartolomei, Frederik Mallmann-Trenn, Raimundo Saona
Prophet inequalities are a central object of study in optimal stopping theory. A gambler is sent values in an online fashion, sampled from an instance of independent distributions,…