On the Prophet Inequalities and Order Selection in Optimal Stopping Problems
Qian Neng-sheng · Journal of Wuyi University · 2000
In this paper, a complete determination is made of the possible values for E(sup Xn ) and sup(E Xt: t a stop rule) for X1, X2, …independent uniformly bounded random variables. The results included the consequences of Krengel, sucheston and Garling. Otherwise the results of Hill and Kertz were extended.