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ItemInformation Advantages in Hiring under a Budget Constraint: Weak Convergence Comparisons(Georgia Institute of Technology, 1995-10-06) Boshuizen, Frans A. ; Kertz, Robert P.
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ItemA Prophet Inequality for Independent Random Variables with Finite Variances(Georgia Institute of Technology, 1995-09) Kennedy, D. P. ; Kertz, Robert P.It is demonstrated that for each n \ge 2 there exists a universal constant, c_n, such that for any sequence of independent random variables {X_r, r \ge 1} with finite variances, E[max_{1\le i\le n} X_i] - sup_T EX_T \le c_n\sqrt{n - 1} max_{1\le i\le n}\sqrt{Var (X_i)}, where the supremum is over all stopping times T, 1\le T \le n. Furthermore, c_n\le 1/2 and lim inf_{n\to\infty} c_n 0:439485 ....
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ItemLargest-Fit Selection of Random Sizes under a Sum Constraint: Comparisons by Weak Convergence(Georgia Institute of Technology, 1995-05) Boshuizen, Frans A. ; Kertz, Robert P.
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ItemSmallest-Fit Selection of Random Sizes under a Sum Constraint: Weak Convergence and Moment Comparisons(Georgia Institute of Technology, 1995-04-28) Boshuizen, Frans A. ; Kertz, Robert P.
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ItemOptimal stopping and extremes in discrete parameter stochastic processes(Georgia Institute of Technology, 1989) Kertz, Robert P.
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ItemOptional stopping and decision making in discrete parameter stochastic processes(Georgia Institute of Technology, 1988) Kertz, Robert P.
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ItemExpectations & equilibrium over time(Georgia Institute of Technology, 1976) Kertz, Robert P.
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ItemExpectations and equilibrium over time(Georgia Institute of Technology, 1975) Shipley, Frederic Banker ; Nachman, David ; Kertz, Robert P.