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On the Dubins and Savage Characterization of Optimal Strategies

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Publication:5649864
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DOI10.1214/aoms/1177692630zbMath0239.62052OpenAlexW2030153657MaRDI QIDQ5649864

William D. Sudderth

Publication date: 1972

Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177692630


Mathematics Subject Classification ID

Optimal stopping in statistics (62L15)


Related Items

Limit-optimal strategies in countable state decision problems, Conditions for optimality in dynamic programming and for the limit of n-stage optimal policies to be optimal, Countably additive gambling and optimal stopping, Countably additive gambling with a general expected reward, Utility Functions Which Ensure the Adequacy of Stationary Strategies



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