Measurable, nonleavable gambling problems
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Publication:909338
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)
60G35: Signal detection and filtering (aspects of stochastic processes)
60G40: Stopping times; optimal stopping problems; gambling theory
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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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