Gambling Under Unknown Probabilities as Proxy for Real World Decisions Under Uncertainty

DOI10.1080/00029890.2022.2160069OpenAlexW4315641606MaRDI QIDQ5885234

F. Thomas Bruss, David J. Aldous

Publication date: 3 April 2023

Published in: The American Mathematical Monthly (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00029890.2022.2160069

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40)

Cites Work

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• A Prediction Tournament Paradox
• The Kelly Criterion and the Stock Market
• Lectures on the Poisson Process
• Prediction, Learning, and Games

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