Preprint
Sep 2026
Minimization Prophet Inequality with Bounded Costs
We study the cost-minimization prophet inequality problem, in which a decision-maker sequentially observes $n$ independent and identically distributed (IID) random variables. After each observation, the decision-maker must either accept the current realization and stop, or reject it and continue with the next variable....
Hao-Long Li, Xiao-Wei Wu
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