On stationary strategies for absolutely continuous houses

DOI10.1214/aop/1176995047zbMath0401.60055OpenAlexW2084499987MaRDI QIDQ1255259

Lester E. Dubins, William D. Sudderth

Publication date: 1979

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176995047

zbMATH Keywords

Stochastic ControlDynamic ProgrammingDecision TheoryGamblingOptimal StoppingStationary Strategies

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic processes (60G99) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) General considerations in statistical decision theory (62C05)

Related Items (5)

Leavable Gambling Problems with Unbounded Utilities ⋮ Measurable, nonleavable gambling problems ⋮ How to stay in a set or Koenig's lemma for random paths ⋮ Stationary Plans need not be Uniformly Adequate for Leavable, Borel Gambling Problems ⋮ Stationary policies and Markov policies in Borel dynamic programming

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