Abstract
Associated with any Borel gambling model $G$ or dynamic programming model $D$ is a corresponding class of stochastic processes $M(G)$ or $M(D)$. Say that $G(D)$ is regular if there is a $D(G)$ with $M(D) = M(G)$. Necessary and sufficient conditions for regularity are given, and it is shown how to modify any model slightly to achieve regularity.
Citation
David Blackwell. "The Stochastic Processes of Borel Gambling and Dynamic Programming." Ann. Statist. 4 (2) 370 - 374, March, 1976. https://doi.org/10.1214/aos/1176343412
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