scientific article; zbMATH DE number 475329

MaRDI QIDQ4273575zbMATH OpenFDO

Authors K. B. Athreya

Publication date 1 August 1995

zbMATH Keywords

Itô processesoptimization of hitting probabilitiessurvey

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Probabilistic games; gambling (91A60) Optimal stochastic control (93E20)

Recommendations

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• scientific article; zbMATH DE number 3918134

Cited in

(3)

• The gambler's ruin problem with delays
• Continuous-Time Casino Problems
• Measurable, nonleavable gambling problems

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