Renewal Plans and Persistent Optimality in Countably Additive Gambling

DOI10.1287/MOOR.7.3.361zbMath0498.90080OpenAlexW2015043927MaRDI QIDQ3964341

Robert P. Kertz

Publication date: 1982

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

Full work available at URL: https://doi.org/10.1287/moor.7.3.361

zbMATH Keywords

transient renewal theoryconditional epsilon-optimal planscountably additive gambling modelsgeneral utility functionspersistently nearly optimal plans with maximal optimality

Mathematics Subject Classification ID

Classes of sets (Borel fields, (sigma)-rings, etc.), measurable sets, Suslin sets, analytic sets (28A05) Dynamic programming (90C39) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15) Measures and integrals in product spaces (28A35) Renewal theory (60K05)

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