Utility Functions Which Ensure the Adequacy of Stationary Strategies

DOI10.2307/2001666zbMATH Open0719.60049OpenAlexW4252361763MaRDI QIDQ5751682FDOQ5751682

Authors: Michael Monticino 

Publication date: 1991

Full work available at URL: https://doi.org/10.2307/2001666

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zbMATH Keywords

gamblingstationary strategyoptimal returngambling utility functions

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

Cites Work

• Title not available (Why is that?)
• Stochastic optimal control. The discrete time case
• Set theory. With an introduction to descriptive set theory. Translation of the original Polish edition. 2nd, completely revised ed
• Some finitely additive probability
• Discounted Dynamic Programming
• Title not available (Why is that?)
• On Lebesgue-like extensions of finitely additive measures
• Gambling Problems with a Limit Inferior Payoff
• On the Existence of Good Markov Strategies
• On the Existence of Good Stationary Strategies
• On the Existence of Stationary Optimal Strategies
• The existence of good Markov strategies for decision processes with general payoffs
• Persistently ϵ-Optimal Strategies
• Stationary Plans need not be Uniformly Adequate for Leavable, Borel Gambling Problems
• An example in which stationary strategies are not adequate
• On the Dubins and Savage Characterization of Optimal Strategies

Cited In (3)

• A solution to a problem of Dubins and Savage
• Title not available (Why is that?)
• A note on the characterization of optimal return functions and optimal strategies for gambling problems

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