Leavable Gambling Problems with Unbounded Utilities

DOI10.2307/2001688zbMATH Open0753.60043OpenAlexW4250942541MaRDI QIDQ4712929FDOQ4712929

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

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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)

Cites Work

• Title not available (Why is that?)
• Descriptive set theory
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• Measurable sets of measures
• Title not available (Why is that?)
• Domination by Borel stopping times and some separation properties
• Internal cohen extensions
• The expected value of an everywhere stopped martingale
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• Pointwise limits of subsequences and $Σ^1_2$-sets
• On the Existence of Good Stationary Strategies
• The optimal reward operator in dynamic programming
• Measurable Gambling Houses
• On stationary strategies for absolutely continuous houses
• Stationary Plans need not be Uniformly Adequate for Leavable, Borel Gambling Problems
• Countably additive gambling and optimal stopping

Cited In (6)

• A solution to a problem of Dubins and Savage
• Measurable, nonleavable gambling problems
• Big vee: the story of a function, an algorithm, and three mathematical worlds
• Title not available (Why is that?)
• The Adequacy of Universal Strategies in Analytic Gambling Problems
• Ashok Prasad Maitra (1938-2008)

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