Gambling Problems with a Limit Inferior Payoff

DOI10.1287/moor.8.2.287zbMath0516.90090OpenAlexW2090146464MaRDI QIDQ3664862

William D. Sudderth

Publication date: 1983

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/moor.8.2.287

zbMATH Keywords

gamblinglimit inferior payoffoptimal stationary plans

Mathematics Subject Classification ID

Utility theory (91B16) Stochastic games, stochastic differential games (91A15) Probabilistic games; gambling (91A60)

Related Items (6)

Simplifying optimal strategies in \(\limsup\) and \(\liminf\) stochastic games ⋮ The existence of good Markov strategies for decision processes with general payoffs ⋮ Quantitative model-checking of controlled discrete-time Markov processes ⋮ Discrete stop-or-go games ⋮ Utility Functions Which Ensure the Adequacy of Stationary Strategies ⋮ Optimal Markov strategies

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