Prophet inequalities with paid samples

Internship proposition to be supervised by Christoph Dürr, LIP6, Sorbonne University

Suppose you need to buy an airline ticket for your next vacations which start in $n$ days. Every day you see a different price. Once you decided to buy the ticket the game is over. How should you decide when to buy? This is the topic of ongoing research on a problem called *prophet inequalities*.

See pdf for details.