Measurable, nonleavable gambling problems

DOI10.1007/BF02764945zbMath0694.60038MaRDI QIDQ909338

Lester E. Dubins, William D. Sudderth, Roger A. Purves, A. P. Maitra

Publication date: 1989

Published in: Israel Journal of Mathematics (Search for Journal in Brave)

zbMATH Keywords

stopping time; analytic functions; finitely additive measures; gambling problem

Mathematics Subject Classification ID

60G35: Signal detection and filtering (aspects of stochastic processes)

60G40: Stopping times; optimal stopping problems; gambling theory

Related Items

A continuity question of Dubins and Savage, Finitely additive and measurable stochastic games, An operator solution of stochastic games, Ashok Prasad Maitra (1938-2008), Big vee: the story of a function, an algorithm, and three mathematical worlds, Finitely Additive Dynamic Programming

Cites Work

• A Borel measurable version of König's lemma for random paths
• Weak approximation of strategies in measurable gambling
• Descriptive set theory
• A note on the Dubins-Savage utility of a strategy
• The optimal reward operator in dynamic programming
• Some finitely additive probability
• On stationary strategies for absolutely continuous houses
• Stationary Plans need not be Uniformly Adequate for Leavable, Borel Gambling Problems
• Leavable Gambling Problems with Unbounded Utilities
• Measurable Gambling Houses
• On the Existence of Good Stationary Strategies
• On Measurable Gambling Problems
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