Countably additive gambling with a general expected reward

DOI10.1007/BF00531447zbMath0441.60043MaRDI QIDQ3883233

William D. Sudderth

Publication date: 1980

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

optimal strategiesoptimal return functionBorel gambling probleminfinite histories

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40)

Cites Work

• Unnamed Item
• Countably additive gambling and optimal stopping
• On optimal policies and martingales in dynamic programming
• On the Dubins and Savage Characterization of Optimal Strategies

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