| Publication | Date of Publication | Type |
|---|
| Superfair stochastic games | 2023-09-18 | Paper |
| Random walks and the number theoretic density | 2022-01-14 | Paper |
| Discrete stop-or-go games | 2021-07-15 | Paper |
| Positive zero-sum stochastic games with countable state and action spaces | 2020-09-09 | Paper |
| Optimal Markov strategies | 2020-07-08 | Paper |
| Simplifying optimal strategies in \(\limsup\) and \(\liminf\) stochastic games | 2018-12-03 | Paper |
| Characterization and simplification of optimal strategies in positive stochastic games | 2018-11-19 | Paper |
| A continuity question of Dubins and Savage | 2018-09-26 | Paper |
| From general equilibrium to Schumpeter | 2018-08-13 | Paper |
| Breaking the Circular Flow: A Dynamic Programming Approach to Schumpeter | 2018-03-09 | Paper |
| Measurability of the value of a parametrized game | 2016-10-20 | Paper |
| Finitely additive dynamic programming | 2016-04-15 | Paper |
| Asymptotic behavior of a stochastic discount rate | 2015-02-23 | Paper |
| Inflationary equilibrium in a stochastic economy with independent agents | 2014-06-02 | Paper |
| Two-person zero-sum stochastic games with semicontinuous payoff | 2013-09-16 | Paper |
| Invariance, model matching and probability matching | 2013-08-01 | Paper |
| Perfect information games with upper semicontinuous payoffs | 2012-05-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3173637 | 2011-10-10 | Paper |
| Invariance of posterior distributions under reparametrization | 2011-04-08 | Paper |
| Big vee: the story of a function, an algorithm, and three mathematical worlds | 2011-04-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3084279 | 2011-03-15 | Paper |
| Two characterizations of optimality in dynamic programming | 2010-10-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3580374 | 2010-08-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3580482 | 2010-08-12 | Paper |
| De Finetti coherence and logical consistency | 2009-11-18 | Paper |
| The formal posterior of a standard flat prior in MANOVA is incoherent | 2009-02-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3511595 | 2008-07-11 | Paper |
| Subgame-Perfect Equilibria for Stochastic Games | 2008-05-27 | Paper |
| Production, interest, and saving in deterministic economies with additive endowments | 2006-11-29 | Paper |
| The inflationary bias of real uncertainty and the harmonic Fisher equation | 2006-09-12 | Paper |
| The Preservation of Continuity and Lipschitz Continuity by Optimal Reward Operators | 2005-11-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5314890 | 2005-09-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5314888 | 2005-09-05 | Paper |
| Borel stay-in-a-set games | 2004-07-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4464567 | 2004-05-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4464566 | 2004-05-27 | Paper |
| Stay-in-a-set games | 2003-11-23 | Paper |
| \(N\)-person stochastic games with upper semi-continuous payoffs | 2003-11-23 | Paper |
| A stochastic overlapping generations economy with inheritance. | 2003-10-13 | Paper |
| The controller-and-stopper game for a linear diffusion. | 2003-05-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4530568 | 2003-01-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4547445 | 2002-08-21 | Paper |
| Randomized strategies and terminal distributions | 2002-06-30 | Paper |
| Group invariant inference and right Haar measure | 2002-06-16 | Paper |
| Consistency and strong inconsistency of group-invariant predictive inferences | 2002-04-25 | Paper |
| Geometric convergence of algorithms in gambling theory | 2001-11-26 | Paper |
| A strategic market game with active bankruptcy | 2001-10-26 | Paper |
| A new predictive distribution for normal multivariate linear models | 2001-09-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4501614 | 2001-06-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4801459 | 2001-01-01 | Paper |
| Control and stopping of a diffusion process on an interval | 2000-06-27 | Paper |
| Finitely additive stochastic games with Borel measurable payoffs | 2000-04-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4938858 | 2000-04-03 | Paper |
| A strategic market game with secured lending | 1998-05-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4718246 | 1996-12-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4861698 | 1996-09-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4881151 | 1996-06-27 | Paper |
| Construction of Stationary Markov Equilibria in a Strategic Market Game | 1995-10-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4325796 | 1995-05-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4317926 | 1995-01-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4280482 | 1994-05-30 | Paper |
| Finitely additive and measurable stochastic games | 1993-11-28 | Paper |
| Borel stochastic games with lim sup payoff | 1993-10-11 | Paper |
| An operator solution of stochastic games | 1993-06-29 | Paper |
| The Optimal Reward Operator in Negative Dynamic Programming | 1993-03-01 | Paper |
| A Capacitability Theorem in Measurable Gambling Theory | 1992-11-29 | Paper |
| A bang-bang strategy for a finite fuel stochastic control problem | 1992-10-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4009051 | 1992-09-27 | Paper |
| Locally coherent rates of exchange | 1992-06-25 | Paper |
| Leavable Gambling Problems with Unbounded Utilities | 1992-06-25 | Paper |
| A Borel measurable version of König's lemma for random paths | 1991-01-01 | Paper |
| Using fuel to control a process to a goal | 1991-01-01 | Paper |
| Coherent inference from improper priors and from finitely additive priors | 1989-01-01 | Paper |
| Controlling a Process to a Goal in Finite Time | 1989-01-01 | Paper |
| Measurable, nonleavable gambling problems | 1989-01-01 | Paper |
| Continuous-Time Casino Problems | 1988-01-01 | Paper |
| Exchangeable urn processes | 1987-01-01 | Paper |
| Reaching Zero Rapidly | 1987-01-01 | Paper |
| Minimizing or Maximizing the Expected Time to Reach Zero | 1987-01-01 | Paper |
| Stationary policies and Markov policies in Borel dynamic programming | 1986-01-01 | Paper |
| Coherent predictions are strategic | 1985-01-01 | Paper |
| Continuous-Time Red and Black: How to Control a Diffusion to a Goal | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3692594 | 1984-01-01 | Paper |
| Coherent and continuous inference | 1983-01-01 | Paper |
| Gambling Problems with a Limit Inferior Payoff | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3319494 | 1983-01-01 | Paper |
| Coherent and continuous inference | 1983-01-01 | Paper |
| How to stay in a set or Koenig's lemma for random paths | 1982-01-01 | Paper |
| Singularity with respect to strategic measures | 1982-01-01 | Paper |
| Nearly strategic measures | 1981-01-01 | Paper |
| Countably additive gambling with a general expected reward | 1980-01-01 | Paper |
| A strong law for some generalized urn processes | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3884951 | 1980-01-01 | Paper |
| On stationary strategies for absolutely continuous houses | 1979-01-01 | Paper |
| On finitely additive priors, coherence, and extended admissibility | 1978-01-01 | Paper |
| Diffuse models for sampling and predictive inference | 1978-01-01 | Paper |
| Persistently ϵ-Optimal Strategies | 1977-01-01 | Paper |
| Countably additive gambling and optimal stopping | 1977-01-01 | Paper |
| Timid play when large bets are profitable | 1977-01-01 | Paper |
| Generalized kolmogorov inequalities for martingales | 1976-01-01 | Paper |
| Some finitely additive probability | 1976-01-01 | Paper |
| De Finetti's Theorem on Exchangeable Variables | 1976-01-01 | Paper |
| An example in which stationary strategies are not adequate | 1975-01-01 | Paper |
| Continuous-time gambling problems | 1974-01-01 | Paper |
| Red-and-black with unknown win probability | 1974-01-01 | Paper |
| Subfair Red-and-Black with a Limit | 1972-01-01 | Paper |
| On the Dubins and Savage Characterization of Optimal Strategies | 1972-01-01 | Paper |
| On a Theorem of De Finetti, Oddsmaking, and Game Theory | 1972-01-01 | Paper |
| A Gambling Theorem and Optimal Stopping Theory | 1971-01-01 | Paper |
| A "Fatou Equation" for Randomly Stopped Variables | 1971-01-01 | Paper |
| On Measurable Gambling Problems | 1971-01-01 | Paper |
| On the Existence of Good Stationary Strategies | 1969-01-01 | Paper |
| A Note on Thrifty Strategies and Martingales in a Finitely Additive Setting | 1969-01-01 | Paper |
| On Measurable, Nonleavable Gambling Houses with a Goal | 1969-01-01 | Paper |
| Zero-one Laws for a Control Problem with Random Action Sets | N/A | Paper |
