Abstract
In this paper, the prophet region in the independent case is investigated. A characterization of all processes is derived, leading to extreme points of this prophet region. Then we give a game-theoretical interpretation of the results and formulate a conjecture.
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Kohlruss, G., Schmitz, N. Extremal distributions for the prophet region in the independent case. Ann Oper Res 32, 115–126 (1991). https://doi.org/10.1007/BF02204830
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DOI: https://doi.org/10.1007/BF02204830