Difference prophet inequalities for [0,1]-valued i.i.d. random variables with cost for observations

Holger Kosters

Let X_1,X_2,... be a sequence of [0,1]-valued i.i.d. random variables, let c\geq 0 be a sampling cost for each observation and let Y_i=X_i-ic, i=1,2,.... For n=1,2,..., let M(Y_1,.…