Red-and-black with unknown win probability

DOI10.1214/AOS/1176342724zbMath0285.90085OpenAlexW2078199134MaRDI QIDQ1845531

David C. Heath, Donald A. Berry, William D. Sudderth

Publication date: 1974

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

Full work available at URL: https://doi.org/10.1214/aos/1176342724

Mathematics Subject Classification ID

Stochastic systems and control (93E99) Bayesian problems; characterization of Bayes procedures (62C10) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic games, stochastic differential games (91A15)

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