Prophet Inequalities for Multivariate Random Variables with Cost for Observations
Description:
In prophet problems, two players with different levels of information make decisions to optimize their return from an underlying optimal stopping problem. The player with more information is called the "prophet" while the player with less information is known as the "gambler." In this thesis, as in the majority of the literature on such problems, we assume that the prophet is omniscient, and the gambler does not know future outcomes when making his decisions. Certainly, the prophet will get a b…
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Date:
August 2019
Creator:
Brophy, Edmond M.
Partner:
UNT Libraries