Pacific Journal of Mathematics

Weak approximation of strategies in measurable gambling.

Victor C. Pestien

Article information

Source
Pacific J. Math., Volume 109, Number 1 (1983), 157-164.

Dates
First available in Project Euclid: 8 December 2004

Permanent link to this document
https://projecteuclid.org/euclid.pjm/1102720209

Mathematical Reviews number (MathSciNet)
MR716295

Zentralblatt MATH identifier
0533.60053

Subjects
Primary: 60G40: Stopping times; optimal stopping problems; gambling theory [See also 62L15, 91A60]
Secondary: 90C40: Markov and semi-Markov decision processes

Citation

Pestien, Victor C. Weak approximation of strategies in measurable gambling. Pacific J. Math. 109 (1983), no. 1, 157--164. https://projecteuclid.org/euclid.pjm/1102720209


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References

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  • [3] Lester E. Dubins, and Leonard J. Savage, Inequalities for Stochastic Processes: How to Gamble if You Must, Dover, New York (1965, 1976).
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  • [6] Victor C. Pestien, Stopping-time-indexed convergence and measurable gambling. The- sis, (1980), Department of Mathematics, University of California, Berkeley.
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