Optimal strategies for repeated games

DOI10.2307/1426692zbMath0456.90100OpenAlexW2060302812MaRDI QIDQ3905111

Mark Finkelstein, Robert J. Whitley

Publication date: 1981

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://escholarship.org/uc/item/4w69h2xx

zbMATH Keywords

repeated gamesKelly criterionoptimal strategiesportfolio selectionsubmartingalesupermartingalecapital growth modelfavorable gameKelly-Breiman strategyoptimal gambling system

Mathematics Subject Classification ID

Game theory (91A99) Generalizations of martingales (60G48)

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