Prophet Inequalities for Independent and Identically Distributed Random Variables from an Unknown Distribution.
José R. CorreaPaul DüttingFelix A. FischerKevin SchewiorPublished in: Math. Oper. Res. (2022)
Keyphrases
- independent and identically distributed
- random variables
- probability distribution
- graphical models
- conditional independence
- joint distribution
- conditional distribution
- normal distribution
- latent variables
- bayesian networks
- distribution function
- stochastic optimization problems
- conditional probabilities
- directed acyclic graph
- marginal distributions
- service times
- lead time
- identically distributed
- arrival rate
- probabilistic graphical models
- probabilistic inference
- conditional distributions
- joint probability distribution
- hazard rate