Prophet Inequalities for I.I.D. Random Variables from an Unknown Distribution.
José R. CorreaPaul DüttingFelix A. FischerKevin SchewiorPublished in: EC (2019)
Keyphrases
- random variables
- probability distribution
- graphical models
- binary variables
- joint distribution
- distribution function
- conditional independence
- normal distribution
- independent and identically distributed
- marginal distributions
- conditional distributions
- bayesian networks
- directed acyclic graph
- probability density
- conditional probabilities
- stochastic optimization problems
- conditional distribution
- hazard rate
- latent variables
- joint probability distribution
- sufficient conditions
- conditionally independent
- gaussian model
- objective function