Utility Functions Which Ensure the Adequacy of Stationary Strategies

DOI10.2307/2001666MaRDI QIDQ5751682zbMATH OpenOpenAlexFDO

Authors Michael Monticino

Publication date 1991

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

zbMATH Keywords

gamblingstationary strategyoptimal returngambling utility functions

Mathematics Subject Classification ID

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

Recommendations

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Cites work

• scientific article; zbMATH DE number 3560402 (Why is no real title available?)
• scientific article; zbMATH DE number 3245885 (Why is no real title available?)
• An example in which stationary strategies are not adequate
• Discounted Dynamic Programming
• Gambling Problems with a Limit Inferior Payoff
• On Lebesgue-like extensions of finitely additive measures
• On the Dubins and Savage Characterization of Optimal Strategies
• On the Existence of Good Markov Strategies
• On the Existence of Good Stationary Strategies
• On the Existence of Stationary Optimal Strategies
• Persistently ϵ-Optimal Strategies
• Set theory. With an introduction to descriptive set theory. Translation of the original Polish edition. 2nd, completely revised ed
• Some finitely additive probability
• Stationary Plans need not be Uniformly Adequate for Leavable, Borel Gambling Problems
• Stochastic optimal control. The discrete time case
• The existence of good Markov strategies for decision processes with general payoffs

Cited in

(3)

• A note on the characterization of optimal return functions and optimal strategies for gambling problems
• scientific article; zbMATH DE number 3918134 (Why is no real title available?)
• A solution to a problem of Dubins and Savage

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