Gambling Problems with a Limit Inferior Payoff

DOI10.1287/MOOR.8.2.287MaRDI QIDQ3664862zbMATH OpenOpenAlexFDO

Authors William D. Sudderth

Publication date 1983

Published in Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/moor.8.2.287

zbMATH Keywords

gamblinglimit inferior payoffoptimal stationary plans

Mathematics Subject Classification ID

Stochastic games, stochastic differential games (91A15) Probabilistic games; gambling (91A60) Utility theory (91B16)

Cited in

(7)

• The existence of good Markov strategies for decision processes with general payoffs
• Simplifying optimal strategies in \(\limsup\) and \(\liminf\) stochastic games
• Discrete stop-or-go games
• Quantitative model-checking of controlled discrete-time Markov processes
• Utility Functions Which Ensure the Adequacy of Stationary Strategies
• Strategy complexity of limsup and liminf threshold objectives in countable MDPs, with applications to optimal expected payoffs
• Optimal Markov strategies

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