scientific article; zbMATH DE number 3216771
From MaRDI portal
Publication:5343895
zbMath0133.41402MaRDI QIDQ5343895
Leonard J. Savage, Lester E. Dubins
Publication date: 1965
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Game theory (91A99) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01)
Related Items
Optimal strategy at roulette, A Semantical Approach to Equilibria and Rationality, GAMES CHARACTERIZING LIMSUP FUNCTIONS AND BAIRE CLASS 1 FUNCTIONS, NONSTANDARD CENTRAL LIMIT THEOREMS FOR MARKOV CHAINS, The Topology of Change: Foundations of Probability with Black Swans, Characterization and simplification of optimal strategies in positive stochastic games, A bold strategy is not always optimal in the presence of inflation, On Optimality of Bold Play for Primitive Casinos in the Presence of Inflation, Finite state dynamic programming with the total reward criterion, Some Fourier-Stieltjes Coefficients Revisited, Uniform Distributions on the Integers: A connection to the Bernouilli Random Walk, [https://portal.mardi4nfdi.de/wiki/Publication:5615139 Bemerkungen zur k�hnen Strategie], On continuous dynamic programming with discrete time-parameter, Reflections on Fourteen Cryptic Issues Concerning the Nature of Statistical Inference*, [https://portal.mardi4nfdi.de/wiki/Publication:5627477 Bemerkungen zur k�hnen Strategie], Juegos estocasticos continuos: Valor y estrategias optimas, Measurable Gambling Houses, The Representation of Conglomerative Functionals, The strength of de Finetti's coherence theorem, Bayesian Predictive Inference Without a Prior, Superfair stochastic games, Best-response equilibrium: an equilibrium in finitely additive mixed strategies, OPTIMAL STRATEGY IN “GUESS WHO?”: BEYOND BINARY SEARCH, On the Existence of Stationary Optimal Strategies, Limit-optimal strategies in countable state decision problems, Unnamed Item, Unnamed Item, Unnamed Item, Conditions for optimality in dynamic programming and for the limit of n-stage optimal policies to be optimal, Generalized kolmogorov inequalities for martingales, Bankruptcy and expected utility maximization, On almost sure convergence in a finitely additive setting, Bankruptcy and expected utility maximization, Generalizing the Marshall's Inequality, Subfair primitive casino with a discount factor, THE RE-OPENING OF DUBINS AND SAVAGE CASINO IN THE ERA OF DIVERSIFICATION, Optimal strategies in a game of economic survival, Subfair ?Red-and-Black? in the presence of inflation, On Discrete-Time Dynamic Programming in Insurance: Exponential Utility and Minimizing the Ruin Probability, A maximal inequality for skew fields, Unnamed Item, A continuity question of Dubins and Savage, Optimal Strategy for the Vardi Casino with Interest Payments, On Optimality of Bold Play for Discounted Dubins-Savage Gambling Problems with Limited Playing Times, Estimating Probability Distributions by Observing Betting Practices, On the chance to visit a goal set infinitely often, On discounted subfair primitive casino, Unnamed Item, Real options maximizing survival probability under incomplete markets, REACHING A BEQUEST GOAL WITH LIFE INSURANCE: AMBIGUITY ABOUT THE RISKY ASSET'S DRIFT AND MORTALITY'S HAZARD RATE, Optimal stopping and supermartingales over partially ordered sets, Acyclic Gambling Games, Optimal betting strategies for favorable games, Asymptotics for the time of ruin in the war of attrition, On the equivalence of mixed and behavior strategies in finitely additive decision problems, Maximizing the discounted survival probability in Vardi's casino, On Nonoptimality of Bold Play for Subfair Red-And-Black with a Rational-Valued House Limit, Performance measurement of pension strategies: a case study of Danish life cycle products, Performance measurement of pension strategies: a case study of Danish life-cycle products, A note on applications of stochastic ordering to control problems in insurance and finance, Optimal stopping with random maturity under nonlinear expectations, On a nonstandard Brownian motion and its maximal function, Asymptotics of certain conditionally identically distributed sequences, Generalizations of bold play in red and black., Sneaky plasticity and mesoscopic fractals, Convergence to the truth without countable additivity, A version of Komlós theorem for additive set functions, The submartingale assumption in risk theory, The Minmax Theorem for U.S.C.-L.S.C. payoff functions, Simplifying optimal strategies in \(\limsup\) and \(\liminf\) stochastic games, Unfair gambles in probability, A rule of thumb (not only) for gamblers, Functional equations for peculiar functions, Asymptotic behavior of continuous stochastic games, An expected average reward criterion, Theory of dynamic portfolio for survival under uncertainty, Finitely additive mixtures of probability measures, Finitely additive representation of \(L^{p}\) spaces, Alternative growth versus security in continuous dynamic trading, Purchasing casualty insurance to avoid lifetime ruin, Optimal strategies in the fighting fantasy gaming system: influencing stochastic dynamics by gambling with limited resource, Arrow's theorem with restricted coalition algebras, On the theory of risk aversion and the theory of risk, Concentration inequalities and laws of large numbers under epistemic and regular irrelevance, Bernoulli two-armed bandits with geometric termination, Subjective expected utility: A review of normative theories, Positive zero-sum stochastic games with countable state and action spaces, Representation theorems for partially exchangeable random variables, Big vee: the story of a function, an algorithm, and three mathematical worlds, The calculus of fractal interpolation functions, New inequalities for probability functions in the two-person red-and-black game, A class of models for Bayesian predictive inference, Two characterizations of optimality in dynamic programming, Granularity of wagers in games and the possibility of saving, Preference for safety under the Choquet model: in search of a characterization, Herbert Robbins and sequential analysis, Asset market games of survival: a synthesis of evolutionary and dynamic games, Inflationary equilibrium in a stochastic economy with independent agents, Sustainable markets with short sales, Finitistic and frequentistic approximation of probability measures with or without \(\sigma\)-additivity, Optimal management of an R\&D budget, A model of random matching, Envelopes of conditional probabilities extending a strategy and a prior probability, Large games and the law of large numbers, Quantitative model-checking of controlled discrete-time Markov processes, A stochastic interpretation of game logic, Zero-sum games with charges, Risk sensitive control of the lifetime ruin problem, On hitting times for jump-diffusion processes with past dependent local characteristics, A solution to a problem of Dubins and Savage, Semimartingales on rays, Walsh diffusions, and related problems of control and stopping, Catch games: the impact of modeling decisions, The foundations of statistics with black swans, Solution of a roulette-type ruin problem. A correction to: A rule of thumb (not only) for gamblers., Controlled jump processes, A note on the Dubins-Savage utility of a strategy, Risk aversion, impatience, and optimal timing decisions, A randomly reinforced urn, On dynamic programming: Compactness of the space of policies, The market organism: Long-run survival in markets with heterogeneous traders, On stopped decision processes with discrete time parameter, Optimal control of diffusion processes with reflection, A selection theorem for optimization problems, Finitely additive random walks on infinitely generated free groups, Semiflow selection and Markov selection theorems, Some results on analytic spaces and semi-analytic functions with regard to gambling theory, Multiple feedback at a single-server station, On roulette which allows stakes on infinitely many holes, Stochastic evolution and control of an economic activity, Some finitely additive versions of the strong law of large numbers, A finitely additive version of Kolmogorov's law of the iterated logarithm, Finitely Additive Dynamic Programming, Measurable selection theorems for optimization problems, A dynamic game approach to distributionally robust safety specifications for stochastic systems, Discrete stop-or-go games, On a flexible class of continuous functions with uniform local structure, Purchasing Term Life Insurance to Reach a Bequest Goal while Consuming, Optimally investing to reach a bequest goal, On the expected diameter of an \(L_{2}\)-bounded martingale, Optimal strategies for a fair betting game, Legitimate equilibrium, Strong Uniform Value in Gambling Houses and Partially Observable Markov Decision Processes, On the existence of least favorable contents, On stochastic games, Existence of optimal stationary policies in deterministic optimal control, Notes on Jordan fields based on an article by Maharam, On stochastic games. II, Editorial: Forum on recent developments on finitely additive probabilities and coherence, New classes of stochastic control processes, Weak and strong laws of large numbers for coherent lower previsions, States on EMV-algebras, On roulette when the holes are of various sizes, Gambling systems and multiplication-invariant measures, On minimizing expected absorption times, Optimal Markov strategies, The \(e\)-value: a fully Bayesian significance measure for precise statistical hypotheses and its research program, The role of aspiration level in risky choice: A comparison of cumulative prospect theory and SP/A theory, A sequential estimation problem with control and discretionary stopping, Satisficing versus optimality: criteria for sustainability, Stationary policies and Markov policies in Borel dynamic programming