A Gambling Theorem and Optimal Stopping Theory

Sudderth, William D.

Ann. Math. Statist., Tome 42 (1971) no. 6, p. 1697-1705 / Harvested from Project Euclid

Résumé

A proof is given for a gambling theorem which was stated by Dubins and Savage. Connections are made with optimal stopping theory and the usual abstract stopping problem is generalized to a situation where stopping is allowed only at certain times along a given path.

Publié le : 1971-10-14
Classification:

@article{1177693168,
     author = {Sudderth, William D.},
     title = {A Gambling Theorem and Optimal Stopping Theory},
     journal = {Ann. Math. Statist.},
     volume = {42},
     number = {6},
     year = {1971},
     pages = { 1697-1705},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177693168}
}

Sudderth, William D. A Gambling Theorem and Optimal Stopping Theory. Ann. Math. Statist., Tome 42 (1971) no. 6, pp.  1697-1705. http://gdmltest.u-ga.fr/item/1177693168/