Utility Functions Which Ensure the Adequacy of Stationary Strategies

DOI10.2307/2001666zbMath0719.60049OpenAlexW4252361763MaRDI QIDQ5751682

Michael Monticino

Publication date: 1991

Full work available at URL: https://doi.org/10.2307/2001666

zbMATH Keywords

gamblingstationary strategyoptimal returngambling utility functions

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

Cites Work

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• Persistently ϵ-Optimal Strategies
• Discounted Dynamic Programming
• On the Existence of Good Stationary Strategies
• On the Existence of Stationary Optimal Strategies
• On the Dubins and Savage Characterization of Optimal Strategies

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