Leavable Gambling Problems with Unbounded Utilities

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

zbMATH Keywords

analytic setsoptimal stopping problemsmeasurable strategiesBorel gambling problemsmallest excessive function

Mathematics Subject Classification ID

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

Cites Work

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• On the Existence of Good Stationary Strategies
• Internal cohen extensions

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