Wald for non-stopping times: The rewards of impatient prophets
Journal article, 2014
Wald's identity
prophet inequality
moment condition
stopping time
Author
A. E. Holroyd
Y. Peres
Jeffrey Steif
Chalmers, Mathematical Sciences, Mathematics
University of Gothenburg
Electronic Communications in Probability
1083589x (eISSN)
Vol. 19 1-9Subject Categories
Mathematics
DOI
10.1214/ECP.v19-3609