Person:328560

Available identifiers

zbMath Open sudderth.william-dDBLP49/1929WikidataQ102124273 ScholiaQ102124273MaRDI QIDQ328560

List of research outcomes

Publication	Date of Publication	Type
Superfair stochastic games	2023-09-18	Paper
Random walks and the number theoretic density	2022-01-14	Paper
Discrete stop-or-go games	2021-07-15	Paper
Positive zero-sum stochastic games with countable state and action spaces	2020-09-09	Paper
Optimal Markov strategies	2020-07-08	Paper
Simplifying optimal strategies in \(\limsup\) and \(\liminf\) stochastic games	2018-12-03	Paper
Characterization and simplification of optimal strategies in positive stochastic games	2018-11-19	Paper
A continuity question of Dubins and Savage	2018-09-26	Paper
From general equilibrium to Schumpeter	2018-08-13	Paper
Breaking the Circular Flow: A Dynamic Programming Approach to Schumpeter	2018-03-09	Paper
Measurability of the value of a parametrized game	2016-10-20	Paper
Finitely Additive Dynamic Programming	2016-04-15	Paper
Asymptotic behavior of a stochastic discount rate	2015-02-23	Paper
Inflationary equilibrium in a stochastic economy with independent agents	2014-06-02	Paper
Two-person zero-sum stochastic games with semicontinuous payoff	2013-09-16	Paper
Invariance, model matching and probability matching	2013-08-01	Paper
Perfect Information Games with Upper Semicontinuous Payoffs	2012-05-24	Paper
https://portal.mardi4nfdi.de/entity/Q3173637	2011-10-10	Paper
Big vee: the story of a function, an algorithm, and three mathematical worlds	2011-04-08	Paper
Invariance of posterior distributions under reparametrization	2011-04-08	Paper
https://portal.mardi4nfdi.de/entity/Q3084279	2011-03-15	Paper
Two characterizations of optimality in dynamic programming	2010-10-07	Paper
https://portal.mardi4nfdi.de/entity/Q3580374	2010-08-12	Paper
https://portal.mardi4nfdi.de/entity/Q3580482	2010-08-12	Paper
De Finetti coherence and logical consistency	2009-11-18	Paper
The formal posterior of a standard flat prior in MANOVA is incoherent	2009-02-03	Paper
https://portal.mardi4nfdi.de/entity/Q3511595	2008-07-11	Paper
Subgame-Perfect Equilibria for Stochastic Games	2008-05-27	Paper
Production, interest, and saving in deterministic economies with additive endowments	2006-11-29	Paper
The inflationary bias of real uncertainty and the harmonic Fisher equation	2006-09-12	Paper
The Preservation of Continuity and Lipschitz Continuity by Optimal Reward Operators	2005-11-11	Paper
https://portal.mardi4nfdi.de/entity/Q5314888	2005-09-05	Paper
https://portal.mardi4nfdi.de/entity/Q5314890	2005-09-05	Paper
Borel stay-in-a-set games	2004-07-07	Paper
https://portal.mardi4nfdi.de/entity/Q4464566	2004-05-27	Paper
https://portal.mardi4nfdi.de/entity/Q4464567	2004-05-27	Paper
Stay-in-a-set games	2003-11-23	Paper
\(N\)-person stochastic games with upper semi-continuous payoffs	2003-11-23	Paper
A stochastic overlapping generations economy with inheritance.	2003-10-13	Paper
The controller-and-stopper game for a linear diffusion.	2003-05-06	Paper
https://portal.mardi4nfdi.de/entity/Q4530568	2003-01-30	Paper
https://portal.mardi4nfdi.de/entity/Q4547445	2002-08-21	Paper
https://portal.mardi4nfdi.de/entity/Q2759593	2002-06-30	Paper
Group invariant inference and right Haar measure	2002-06-16	Paper
Consistency and strong inconsistency of group-invariant predictive inferences	2002-04-25	Paper
A strategic market game with active bankruptcy	2001-10-26	Paper
https://portal.mardi4nfdi.de/entity/Q2736787	2001-09-11	Paper
https://portal.mardi4nfdi.de/entity/Q4501614	2001-06-27	Paper
https://portal.mardi4nfdi.de/entity/Q4801459	2001-01-01	Paper
Control and stopping of a diffusion process on an interval	2000-06-27	Paper
Finitely additive stochastic games with Borel measurable payoffs	2000-04-11	Paper
https://portal.mardi4nfdi.de/entity/Q4938858	2000-04-03	Paper
A strategic market game with secured lending	1998-05-06	Paper
https://portal.mardi4nfdi.de/entity/Q4718246	1996-12-01	Paper
https://portal.mardi4nfdi.de/entity/Q4861698	1996-09-02	Paper
https://portal.mardi4nfdi.de/entity/Q4881151	1996-06-27	Paper
Construction of Stationary Markov Equilibria in a Strategic Market Game	1995-10-10	Paper
https://portal.mardi4nfdi.de/entity/Q4325796	1995-05-17	Paper
https://portal.mardi4nfdi.de/entity/Q4317926	1995-01-02	Paper
https://portal.mardi4nfdi.de/entity/Q4280482	1994-05-30	Paper
Finitely additive and measurable stochastic games	1993-11-28	Paper
Borel stochastic games with lim sup payoff	1993-10-11	Paper
An operator solution of stochastic games	1993-06-29	Paper
The Optimal Reward Operator in Negative Dynamic Programming	1993-03-01	Paper
A Capacitability Theorem in Measurable Gambling Theory	1992-11-29	Paper
A bang-bang strategy for a finite fuel stochastic control problem	1992-10-04	Paper
https://portal.mardi4nfdi.de/entity/Q4009051	1992-09-27	Paper
Locally coherent rates of exchange	1992-06-25	Paper
Leavable Gambling Problems with Unbounded Utilities	1992-06-25	Paper
A Borel measurable version of König's lemma for random paths	1991-01-01	Paper
Using fuel to control a process to a goal	1991-01-01	Paper
Measurable, nonleavable gambling problems	1989-01-01	Paper
Coherent inference from improper priors and from finitely additive priors	1989-01-01	Paper
Controlling a Process to a Goal in Finite Time	1989-01-01	Paper
Continuous-Time Casino Problems	1988-01-01	Paper
Exchangeable urn processes	1987-01-01	Paper
Reaching Zero Rapidly	1987-01-01	Paper
Minimizing or Maximizing the Expected Time to Reach Zero	1987-01-01	Paper
Stationary policies and Markov policies in Borel dynamic programming	1986-01-01	Paper
Coherent predictions are strategic	1985-01-01	Paper
Continuous-Time Red and Black: How to Control a Diffusion to a Goal	1985-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3692594	1984-01-01	Paper
Coherent and continuous inference	1983-01-01	Paper
Coherent and continuous inference	1983-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3319494	1983-01-01	Paper
Gambling Problems with a Limit Inferior Payoff	1983-01-01	Paper
Singularity with respect to strategic measures	1982-01-01	Paper
How to stay in a set or Koenig's lemma for random paths	1982-01-01	Paper
Nearly strategic measures	1981-01-01	Paper
A strong law for some generalized urn processes	1980-01-01	Paper
Countably additive gambling with a general expected reward	1980-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3884951	1980-01-01	Paper
On stationary strategies for absolutely continuous houses	1979-01-01	Paper
On finitely additive priors, coherence, and extended admissibility	1978-01-01	Paper
Diffuse models for sampling and predictive inference	1978-01-01	Paper
Timid play when large bets are profitable	1977-01-01	Paper
Countably additive gambling and optimal stopping	1977-01-01	Paper
Persistently ϵ-Optimal Strategies	1977-01-01	Paper
Some finitely additive probability	1976-01-01	Paper
Generalized kolmogorov inequalities for martingales	1976-01-01	Paper
De Finetti's Theorem on Exchangeable Variables	1976-01-01	Paper
An example in which stationary strategies are not adequate	1975-01-01	Paper
Red-and-black with unknown win probability	1974-01-01	Paper
Continuous-time gambling problems	1974-01-01	Paper
On the Dubins and Savage Characterization of Optimal Strategies	1972-01-01	Paper
On a Theorem of De Finetti, Oddsmaking, and Game Theory	1972-01-01	Paper
Subfair Red-and-Black with a Limit	1972-01-01	Paper
A "Fatou Equation" for Randomly Stopped Variables	1971-01-01	Paper
On Measurable Gambling Problems	1971-01-01	Paper
A Gambling Theorem and Optimal Stopping Theory	1971-01-01	Paper
On the Existence of Good Stationary Strategies	1969-01-01	Paper
On Measurable, Nonleavable Gambling Houses with a Goal	1969-01-01	Paper
A Note on Thrifty Strategies and Martingales in a Finitely Additive Setting	1969-01-01	Paper
Zero-one Laws for a Control Problem with Random Action Sets	N/A	Paper

Research outcomes over time

This page was built for person: William D. Sudderth