## The Annals of Mathematical Statistics

- Ann. Math. Statist.
- Volume 42, Number 5 (1971), 1697-1705.

### A Gambling Theorem and Optimal Stopping Theory

#### Abstract

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.

#### Article information

**Source**

Ann. Math. Statist., Volume 42, Number 5 (1971), 1697-1705.

**Dates**

First available in Project Euclid: 27 April 2007

**Permanent link to this document**

https://projecteuclid.org/euclid.aoms/1177693168

**Digital Object Identifier**

doi:10.1214/aoms/1177693168

**Mathematical Reviews number (MathSciNet)**

MR402909

**Zentralblatt MATH identifier**

0239.62051

**JSTOR**

links.jstor.org

#### Citation

Sudderth, William D. A Gambling Theorem and Optimal Stopping Theory. Ann. Math. Statist. 42 (1971), no. 5, 1697--1705. doi:10.1214/aoms/1177693168. https://projecteuclid.org/euclid.aoms/1177693168