A note on the characterization of optimal return functions and optimal strategies for gambling problems
From MaRDI portal
Publication:1062954
DOI10.1214/aos/1176349563zbMath0573.93054OpenAlexW2003986609MaRDI QIDQ1062954
Publication date: 1985
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176349563
Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic games, stochastic differential games (91A15) Probabilistic games; gambling (91A60)
This page was built for publication: A note on the characterization of optimal return functions and optimal strategies for gambling problems