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zbMath0651.60055MaRDI QIDQ3796488

Manfred Schäl

Publication date: 1988

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

zbMATH Keywords

dynamic programming gambling existence of a stationary optimal policy average return lim sup payoff optimal finite stopping times

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stopping times; optimal stopping problems; gambling theory (60G40)

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