A Capacitability Theorem in Measurable Gambling Theory

DOI10.2307/2154107zbMath0757.60039OpenAlexW4241186435MaRDI QIDQ4015862

William D. Sudderth, A. P. Maitra, Roger A. Purves

Publication date: 29 November 1992

Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/11299/199567

zbMATH Keywords

regularityoptimal stoppingapproximation theoremmeasurable strategies

Mathematics Subject Classification ID

Contents, measures, outer measures, capacities (28A12) Descriptive set theory (03E15) Optimal stochastic control (93E20) Stopping times; optimal stopping problems; gambling theory (60G40)

Related Items (3)

Ashok Prasad Maitra (1938-2008) ⋮ Big vee: the story of a function, an algorithm, and three mathematical worlds ⋮ Determinacy of games with stochastic eventual perfect monitoring

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