Threshold Rules for the Classical Prophet Inequality
Probability
2026-05-28 v3 Data Structures and Algorithms
Abstract
This note records a common threshold/surplus decomposition for single-threshold stopping rules in the classical prophet inequality. The same decomposition is used to certify several deterministic thresholds, including the median, half-mean, and balanced-surplus thresholds, and to give an averaged certificate for randomized thresholds distributed as the maximum.
Cite
@article{arxiv.2605.19871,
title = {Threshold Rules for the Classical Prophet Inequality},
author = {Jiechen Zhang},
journal= {arXiv preprint arXiv:2605.19871},
year = {2026}
}
Comments
8 pages