The maximal variation of a bounded martingale
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Publication:1236375
DOI10.1007/BF02756487zbMath0353.60046OpenAlexW2136023802MaRDI QIDQ1236375
Shmuel Zamir, Jean-Francois Mertens
Publication date: 1977
Published in: Israel Journal of Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02756487
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On repeated zero-sum games with incomplete information and asymptotically bounded values ⋮ The maximal variation of martingales of probabilities and repeated games with incomplete information ⋮ Prophet compared to gambler: Additive inequalities for transforms of sequences of random variables ⋮ Optimal strategies for the uninformed player ⋮ Repeated games of incomplete information with large sets of states ⋮ Price dynamics on a stock market with asymmetric information ⋮ The normal distribution and repeated games
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