A Prophet Inequality Related to the Secretary Problem

@inproceedings{Hill2012API,
  title={A Prophet Inequality Related to the Secretary Problem},
  author={Theodore P. Hill and ULillCH KRENGEL},
  year={2012}
}
Let Z1, Zz , .. . , Zn be iudP.pcndent 0-1 -vahtt-d ranrlom vari­ ables. A gambler gels a. reward 1 if he st op8 a.t the time of the last success anrl otherwise gets no reward. A simple comparison with a Poisson pro­ ces.-; is used to show tbat a prophe t can do at most e times a.s well a.~ the gaml)ler using an optimal stopping time. For fixed n, the best… CONTINUE READING