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Publication:2759593
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zbMATH Open0988.60036MaRDI QIDQ2759593

A. P. Maitra, William D. Sudderth

Publication date: 30 June 2002



Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.


zbMATH Keywords

stochastic controlrandomizationmeasurable gamblingsaturated housesSkorokhod stopping problem


Mathematics Subject Classification ID

Contents, measures, outer measures, capacities (28A12) Classical flows, reactions, etc. in chemistry (92E20) Stopping times; optimal stopping problems; gambling theory (60G40)



Related Items (4)

Non-randomized strategies in stochastic decision processes ⋮ Technical Note—Path-Dependent and Randomized Strategies in Barberis’ Casino Gambling Model ⋮ Unnamed Item ⋮ On the optimality of the uniform random strategy






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