Leavable Gambling Problems with Unbounded Utilities
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Publication:4712929
DOI10.2307/2001688zbMath0753.60043OpenAlexW4250942541MaRDI QIDQ4712929
William D. Sudderth, A. P. Maitra, Roger A. Purves
Publication date: 25 June 1992
Full work available at URL: https://doi.org/10.2307/2001688
analytic setsoptimal stopping problemsmeasurable strategiesBorel gambling problemsmallest excessive function
Optimal stochastic control (93E20) Stopping times; optimal stopping problems; gambling theory (60G40) Consistency and independence results (03E35) Optimal stopping in statistics (62L15)
Related Items (3)
Ashok Prasad Maitra (1938-2008) ⋮ Big vee: the story of a function, an algorithm, and three mathematical worlds ⋮ Measurable, nonleavable gambling problems
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