Threshold Rules for Prophet Inequalities

Jiechen Zhang

First posted May 2026 ยท Last updated June 2026

These notes study fixed-threshold stopping rules: observe rewards one by one, stop when a reward crosses a chosen threshold, and compare the payoff to a prophet who sees everything in advance.

  1. Threshold Rules for the Classical Prophet Inequality May 2026

    Develops the basic threshold/surplus decomposition for the classical prophet inequality.