The following pages link to (Q5343895):
Displayed 50 items.
- A version of Komlós theorem for additive set functions (Q288265) (← links)
- Asset market games of survival: a synthesis of evolutionary and dynamic games (Q470650) (← links)
- Envelopes of conditional probabilities extending a strategy and a prior probability (Q505264) (← links)
- Quantitative model-checking of controlled discrete-time Markov processes (Q515573) (← links)
- A stochastic interpretation of game logic (Q516033) (← links)
- Zero-sum games with charges (Q523534) (← links)
- Concentration inequalities and laws of large numbers under epistemic and regular irrelevance (Q622265) (← links)
- Sustainable markets with short sales (Q663215) (← links)
- Optimal management of an R\&D budget (Q673264) (← links)
- On hitting times for jump-diffusion processes with past dependent local characteristics (Q689177) (← links)
- A solution to a problem of Dubins and Savage (Q690060) (← links)
- Existence of optimal stationary policies in deterministic optimal control (Q754470) (← links)
- Notes on Jordan fields based on an article by Maharam (Q757631) (← links)
- Optimal Markov strategies (Q777917) (← links)
- Asymptotics of certain conditionally identically distributed sequences (Q826662) (← links)
- Convergence to the truth without countable additivity (Q830369) (← links)
- Finitely additive representation of \(L^{p}\) spaces (Q879033) (← links)
- The calculus of fractal interpolation functions (Q908453) (← links)
- Finitistic and frequentistic approximation of probability measures with or without \(\sigma\)-additivity (Q941742) (← links)
- Large games and the law of large numbers (Q952761) (← links)
- The foundations of statistics with black swans (Q964303) (← links)
- On a flexible class of continuous functions with uniform local structure (Q1006187) (← links)
- On the expected diameter of an \(L_{2}\)-bounded martingale (Q1011162) (← links)
- Weak and strong laws of large numbers for coherent lower previsions (Q1031754) (← links)
- Stationary policies and Markov policies in Borel dynamic programming (Q1071658) (← links)
- The submartingale assumption in risk theory (Q1087293) (← links)
- The Minmax Theorem for U.S.C.-L.S.C. payoff functions (Q1087479) (← links)
- An expected average reward criterion (Q1115360) (← links)
- Alternative growth versus security in continuous dynamic trading (Q1127199) (← links)
- Arrow's theorem with restricted coalition algebras (Q1136590) (← links)
- On the theory of risk aversion and the theory of risk (Q1136595) (← links)
- Bernoulli two-armed bandits with geometric termination (Q1146939) (← links)
- Subjective expected utility: A review of normative theories (Q1148771) (← links)
- A model of random matching (Q1190235) (← links)
- Controlled jump processes (Q1220317) (← links)
- A note on the Dubins-Savage utility of a strategy (Q1220323) (← links)
- Risk aversion, impatience, and optimal timing decisions (Q1220865) (← links)
- On dynamic programming: Compactness of the space of policies (Q1221981) (← links)
- On stopped decision processes with discrete time parameter (Q1226042) (← links)
- Optimal control of diffusion processes with reflection (Q1229833) (← links)
- A selection theorem for optimization problems (Q1235643) (← links)
- Some results on analytic spaces and semi-analytic functions with regard to gambling theory (Q1240329) (← links)
- Multiple feedback at a single-server station (Q1240487) (← links)
- On roulette which allows stakes on infinitely many holes (Q1240976) (← links)
- Stochastic evolution and control of an economic activity (Q1241171) (← links)
- Some finitely additive versions of the strong law of large numbers (Q1242367) (← links)
- A finitely additive version of Kolmogorov's law of the iterated logarithm (Q1242368) (← links)
- Measurable selection theorems for optimization problems (Q1249240) (← links)
- Optimal strategies for a fair betting game (Q1259519) (← links)
- Gambling systems and multiplication-invariant measures (Q1284501) (← links)