Continuous-time gambling problems

DOI10.2307/1426185MaRDI QIDQ4049879zbMATH OpenOpenAlexFDO

Authors William D. Sudderth, David Heath

Publication date 1974

Published in Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/11299/199209

Mathematics Subject Classification ID

Brownian motion (60J65) Markov processes (60J99) General considerations in statistical decision theory (62C05) Optimal stopping in statistics (62L15) Game theory (91A99)

Cited in

(2)

• Using fuel to control a process to a goal
• On Optimality of Bold Play for Discounted Dubins-Savage Gambling Problems with Limited Playing Times

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