Leavable Gambling Problems with Unbounded Utilities

DOI10.2307/2001688MaRDI QIDQ4712929zbMATH OpenOpenAlexFDO

Authors A. Maitra, William D. Sudderth, Roger A. Purves

Publication date 25 June 1992

Full work available at URL https://doi.org/10.2307/2001688

zbMATH Keywords

optimal stopping problemsanalytic setsmeasurable strategiesBorel gambling problemsmallest excessive function

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15) Optimal stochastic control (93E20) Consistency and independence results (03E35)

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Cites work

• scientific article; zbMATH DE number 4013689 (Why is no real title available?)
• scientific article; zbMATH DE number 3560402 (Why is no real title available?)
• scientific article; zbMATH DE number 3245885 (Why is no real title available?)
• scientific article; zbMATH DE number 3255438 (Why is no real title available?)
• Countably additive gambling and optimal stopping
• Descriptive set theory
• Domination by Borel stopping times and some separation properties
• Internal cohen extensions
• Measurable Gambling Houses
• Measurable sets of measures
• On stationary strategies for absolutely continuous houses
• On the Existence of Good Stationary Strategies
• Pointwise limits of subsequences and $Σ^1_2$-sets
• Stationary Plans need not be Uniformly Adequate for Leavable, Borel Gambling Problems
• The expected value of an everywhere stopped martingale
• The optimal reward operator in dynamic programming

Cited in

(6)

• Measurable, nonleavable gambling problems
• Ashok Prasad Maitra (1938-2008)
• scientific article; zbMATH DE number 1786125 (Why is no real title available?)
• A solution to a problem of Dubins and Savage
• Big vee: the story of a function, an algorithm, and three mathematical worlds
• The Adequacy of Universal Strategies in Analytic Gambling Problems

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