scientific article; zbMATH DE number 3560402
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Publication:4131339
zbMATH Open0359.60002MaRDI QIDQ4131339FDOQ4131339
Authors: Lester E. Dubins, Leonard J. Savage 
Publication date: 1976
Title of this publication is not available (Why is that?)
Probability distributions: general theory (60E05) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic processes (60G99) Stochastic analysis (60H99)
Cited In (55)
- Optimal reinsurance and investment problems to minimize the probability of drawdown
- Strategy Complexity of Point Payoff, Mean Payoff and Total Payoff Objectives in Countable MDPs
- Utility Functions Which Ensure the Adequacy of Stationary Strategies
- Finitely Additive Markov Chains
- The Action Gambler and Equal-Sized Wagering
- NASH EQUILIBRIUMS IN TWO-PERSON RED-AND-BLACK GAMES
- Some time-invariant stopping rule problems
- Measurable, nonleavable gambling problems
- How to stay in a set or Koenig's lemma for random paths
- A General Principle for Limit Theorems in Finitely Additive Probability
- Two new models for the two-person red-and-black game
- Two-person red-and-black game with lower limit
- Two-valued measures on a semialgebra of sets and some applications to infinite-dimensional mathematical programming problems
- Strong Optimality of Bold Play for Discounted Dubins-Savage Gambling Problems with Time-Dependent Parameters
- Stationary Plans need not be Uniformly Adequate for Leavable, Borel Gambling Problems
- On the existence of good stationary strategies for nonleavable stochastic games
- Maximizing the probability of attaining a target prior to extinction
- Nonexistence of Measurable Optimal Selections
- Countably additive gambling with a general expected reward
- Potential theory for finitely additive Markov chains
- Interview with Andrzej Nowak -- laureate of the Rufus Isaacs Award
- An operator solution of stochastic games
- Subfair Red-and-Black with a Limit
- The Bold Strategy in Presence of House Limit
- Target-level criterion in Markov decision processes
- Leavable Gambling Problems with Unbounded Utilities
- Two-person red-and-black with bet-dependent win probabilities
- Existence of equilibria in countable games: an algebraic approach
- A theorem on separation of jets and some properties of random sequences
- Countably additive gambling and optimal stopping
- Discrete Red-and-Black with Fortune-Dependent Win Probabilities
- Two-person red-and-black games with bet-dependent win probability functions
- Nonconstant Sum Red-And-Black Games with Bet-Dependent Win Probability Function
- Arzela-Ascoli's theorem for Riemann-integrable functions on compact space
- PROPORTIONAL THREE-PERSON RED-AND-BLACK GAMES
- On the Existence of Good Markov Strategies
- On Time-Free Functions
- Finite-stage reward functions having the Markov adequacy property
- Upper and lower conditional probabilities induced by a multivalued mapping
- Sharp maximal inequalities for stochastic processes
- Explicit Optimal Strategy for the Vardi Casino with Limited Playing Time
- The existence of good Markov strategies for decision processes with general payoffs
- On Nonoptimality of Bold Play for Subfair Red-And-Black with a Rational-Valued House Limit
- Martingale approach to stochastic differential games of control and stopping
- On Optimality of Bold Play for Discounted Dubins-Savage Gambling Problems with Limited Playing Times
- How to gamble if you're in a hurry
- Hausdorff dimensions for graph-directed measures driven by infinite rooted trees
- On maximizing the average time at a goal
- Improving on bold play when the gambler is restricted
- Random distribution functions
- Bi-convexity and bi-martingales
- Markov-achievable payoffs for finite-horizon decision models.
- The Bold Strategy in Presence of House Limit
- Purchasing life insurance to reach a bequest goal
- A leavable bounded-velocity stochastic control problem.
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