Goal problems in gambling theory

DOI10.15517/RMTA.V6I2.173MaRDI QIDQ6978103zbMATH OpenFDO

Authors Theodore P. Hill

Publication date 28 May 2025

Published in Revista de Matemática: Teoría y Aplicaciones (Search for Journal in Brave)

Full work available at URL https://doi.org/10.15517/RMTA.V6I2.173

zbMATH Keywords

gambling theoryMarkov strategiesstochastic processes

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) General considerations in statistical decision theory (62C05)

Cites work

• Decision processes with total-cost criteria
• Discounted Dynamic Programming
• scientific article; zbMATH DE number 3148886 (Why is no real title available?)
• scientific article; zbMATH DE number 3179081 (Why is no real title available?)
• scientific article; zbMATH DE number 3560402 (Why is no real title available?)
• scientific article; zbMATH DE number 893883 (Why is no real title available?)
• scientific article; zbMATH DE number 3249395 (Why is no real title available?)
• Measurable Gambling Houses
• Monotonically Improving Limit-Optimal Strategies in Finite-State Decision Processes
• On maximizing the average time at a goal
• On the Existence of Good Markov Strategies
• On the Existence of Good Stationary Strategies
• On the Existence of Stationary Optimal Strategies
• Persistently ϵ-Optimal Strategies
• The existence of good Markov strategies for decision processes with general payoffs

Cited in

(1)

• No good Markov strategies for Büchi objectives in countable MDPs

This page was built for publication: Goal problems in gambling theory

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6978103)