The Adequacy of Universal Strategies in Analytic Gambling Problems
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Publication:5753296
DOI10.1287/MOOR.16.1.21zbMATH Open0721.60051OpenAlexW2047676724MaRDI QIDQ5753296FDOQ5753296
Authors: Michael Monticino 
Publication date: 1991
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/moor.16.1.21
Recommendations
Classes of sets (Borel fields, (sigma)-rings, etc.), measurable sets, Suslin sets, analytic sets (28A05) Stopping times; optimal stopping problems; gambling theory (60G40) Probabilistic games; gambling (91A60)
Cited In (14)
- On the optimality of the uniform random strategy
- Title not available (Why is that?)
- Integer valued betting strategies and Turing degrees
- Big vee: the story of a function, an algorithm, and three mathematical worlds
- Lebesgue measure and gambling
- Technical Note—Path-Dependent and Randomized Strategies in Barberis’ Casino Gambling Model
- Leavable Gambling Problems with Unbounded Utilities
- Approximation, Randomization, and Combinatorial Optimization.. Algorithms and Techniques
- Title not available (Why is that?)
- Singularity and absolute continuity with respect to strategic measures
- Weak approximation of strategies in measurable gambling
- Calculation of efficiency indicators of some strategies in gambling
- Some gambling strategies: an evaluation
- A note on the characterization of optimal return functions and optimal strategies for gambling problems
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