On Stationary Strategies for Absolutely Continuous Houses
Dubins, Lester E. ; Sudderth, William D.
Ann. Probab., Tome 7 (1979) no. 6, p. 461-476 / Harvested from Project Euclid
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Whether stationary families of strategies are uniformly adequate for a leavable, analytically measurable, nonnegative gambling problem whose optimal return function is everywhere finite is a question which remains open. It is, however, given an affirmative answer if, for example, the fortune space is Euclidean and all nontrivial, available gambles are absolutely continuous with respect to Lebesgue measure.
Publié le : 1979-06-14
Classification:  60-00,  Gambling,  stationary strategies,  optimal stopping,  probability,  measurable gambling,  dynamic programming,  stochastic control,  decision theory,  60G99,  62C05 
@article{1176995047,
     author = {Dubins, Lester E. and Sudderth, William D.},
     title = {On Stationary Strategies for Absolutely Continuous Houses},
     journal = {Ann. Probab.},
     volume = {7},
     number = {6},
     year = {1979},
     pages = { 461-476},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176995047}
}

Dubins, Lester E.; Sudderth, William D. On Stationary Strategies for Absolutely Continuous Houses. Ann. Probab., Tome 7 (1979) no. 6, pp.  461-476. http://gdmltest.u-ga.fr/item/1176995047/