The stochastic processes of Borel gambling and dynamic programming
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Publication:1227549
DOI10.1214/AOS/1176343412zbMath0331.93055OpenAlexW2040933650MaRDI QIDQ1227549
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Publication date: 1976
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176343412
Classes of sets (Borel fields, (sigma)-rings, etc.), measurable sets, Suslin sets, analytic sets (28A05) Probabilistic games; gambling (91A60) Hamilton-Jacobi theories (49L99)
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Geometry of information structures, strategic measures and associated stochastic control topologies ⋮ Convex Analysis in Decentralized Stochastic Control, Strategic Measures, and Optimal Solutions ⋮ A Universal Dynamic Program and Refined Existence Results for Decentralized Stochastic Control ⋮ Quantitative model-checking of controlled discrete-time Markov processes ⋮ Estimating Probability Distributions by Observing Betting Practices ⋮ Stationary policies and Markov policies in Borel dynamic programming
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