author:William D. Sudderth
published in: 1980
summary: Optimal strategies and the optimal return function are characterized for a Borel gambling problem in which the utility of a strategy is the expectation under the strategy of a general, measurable function g defined on the space of all infinite histories. These results are based on a previous paper with Lester Dubins where g was assumed to be shift-invariant.
related url: http://www.springerlink.com/content/n1031705v1q84h0u/full...
Note: This link will take you to an external website. GambLib.org is not responsible for accessibility and content of external websites.
type: article in journal
is part of a publication: Probability Theory and Related Fields
original language: English
article pagination: start page: 221 - end page: 225
- Article entered in GambLIB database on dec. 16. 2010, 14:12
- Item added by staff