Optimal Control of Favorable Games with a Time Limit
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Publication:4695418
DOI10.1137/0331005zbMath0770.90099OpenAlexW2088686090MaRDI QIDQ4695418
Publication date: 8 August 1993
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://hdl.handle.net/1813/8709
Sums of independent random variables; random walks (60G50) Optimal stochastic control (93E20) Diffusion processes (60J60) Probabilistic games; gambling (91A60)
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