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 timeanalytic functionsfinitely additive measuresgambling problem

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Stopping times; optimal stopping problems; gambling theory (60G40)

Related Items (6)

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

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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