Difference prophet inequalities for [0,1]-valued i.i.d. random variables with cost for observations
Work
Year: 2004
Type: article
Abstract: Let X1,X2,… be a sequence of [0,1]-valued i.i.d. random variables, let c≥0 be a sampling cost for each observation and let Yi=Xi−ic, i=1,2,…. For n=1,2,…, let M(Y1,…,Yn)=E(max 1≤i≤nYi) and V(Y1,…,Yn)=... more
Source: The Annals of Probability
Author Holger Kösters
Institution University of Münster
Cites: 6
Cited by: 1
Related to: 10
FWCI:
Citation percentile (by year/subfield): 55.65
Subfield: Computer Networks and Communications
Field: Computer Science
Domain: Physical Sciences
Sustainable Development Goal Reduced inequalities
Open Access status: bronze