Countably additive gambling and optimal stopping

DOI10.1007/BF00535014zbMath0349.60049OpenAlexW1992313233MaRDI QIDQ4119896

William D. Sudderth, Lester E. Dubins

Publication date: 1977

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

Full work available at URL: https://doi.org/10.1007/bf00535014

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) General considerations in statistical decision theory (62C05)

Related Items

Leavable Gambling Problems with Unbounded Utilities ⋮ On incentive compatibility in dynamic mechanism design with exit option in a Markovian environment ⋮ How to stay in a set or Koenig's lemma for random paths ⋮ On the chance to visit a goal set infinitely often ⋮ Countably additive gambling with a general expected reward ⋮ Discrete stop-or-go games ⋮ Stationary policies and Markov policies in Borel dynamic programming

Cites Work

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• A "Fatou Equation" for Randomly Stopped Variables
• On Measurable Gambling Problems
• A Gambling Theorem and Optimal Stopping Theory
• On the Dubins and Savage Characterization of Optimal Strategies
• Applications of Martingale System Theorems

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