On Measurable Gambling Problems

DOI10.1214/AOMS/1177693510MaRDI QIDQ5633854zbMATH OpenOpenAlexFDO

Authors William D. Sudderth

Publication date 1971

Published in Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aoms/1177693510

Mathematics Subject Classification ID

Probabilistic games; gambling (91A60)

Cited in

(12)

• A note on the Dubins-Savage utility of a strategy
• Some results on analytic spaces and semi-analytic functions with regard to gambling theory
• A finitely additive version of Kolmogorov's law of the iterated logarithm
• An operator solution of stochastic games
• On the existence of good stationary strategies for nonleavable stochastic games
• Big vee: the story of a function, an algorithm, and three mathematical worlds
• A randomly reinforced urn
• Generalized kolmogorov inequalities for martingales
• Countably additive gambling and optimal stopping
• On the Existence of Good Markov Strategies
• On maximizing the average time at a goal
• Measurable, nonleavable gambling problems

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