On the Dubins and Savage Characterization of Optimal Strategies

DOI10.1214/AOMS/1177692630MaRDI QIDQ5649864zbMATH OpenOpenAlexFDO

Authors William D. Sudderth

Publication date 1972

Published in Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aoms/1177692630

Mathematics Subject Classification ID

Optimal stopping in statistics (62L15)

Cited in

(5)

• Countably additive gambling with a general expected reward
• Countably additive gambling and optimal stopping
• Utility Functions Which Ensure the Adequacy of Stationary Strategies
• Conditions for optimality in dynamic programming and for the limit of n-stage optimal policies to be optimal
• Limit-optimal strategies in countable state decision problems

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