Expectation inequalities associated with prophet problems1
Theodore Preston Hill · Stochastic Analysis and Applications · 1987
Applications of the original prophet inequalities of Krengel and Sucheston are made to problems of order selection, non–measurable stop rules, look–ahead stop rules, and iterated maps of random variables. Also, proofs are given of two results of Hill and Hordijk concerning optimal orderings of uniform and exponential distributions