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On the prophet inequality for subadditive processes 

Author: Rainer Wittmann - a
Affiliation:   a Institut fuumlr Mathematische Stochastik der, Universitauml Goumlttingen,
DOI: 10.1080/07362999208809295
Publication Frequency: 6 issues per year
Published in: journal Stochastic Analysis and Applications, Volume 10, Issue 5 1992 , pages 613 - 621
Formats available: PDF (English)
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Abstract

A prophet inequality with constant ≤ 3.15 is obtained for subadditive processes. Applications to optimal stopping of sums of independent random variables are given
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