Evaluating gambles using dynamics

DOI10.1063/1.4940236zbMath1390.91133arXiv1405.0585OpenAlexW1644114588WikidataQ39956250 ScholiaQ39956250MaRDI QIDQ4563832

Ole Peters, Murray Gell-Mann

Publication date: 4 June 2018

Published in: Chaos: An Interdisciplinary Journal of Nonlinear Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1405.0585

Mathematics Subject Classification ID

Utility theory (91B16) Stopping times; optimal stopping problems; gambling theory (60G40) Dynamical systems in optimization and economics (37N40)

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Cites Work

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• Optimal leverage from non-ergodicity
• The time resolution of the St. Petersburg paradox
• Exposition of a New Theory on the Measurement of Risk

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