On the existence of stationary optimal strategies
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- by Donald Ornstein
- Proc. Amer. Math. Soc. 20 (1969), 563-569
- DOI: https://doi.org/10.1090/S0002-9939-1969-0253756-8
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References
- David Blackwell, Positive dynamic programming, Proc. Fifth Berkeley Sympos. Math. Statist. and Probability (Berkeley, Calif., 1965/66) Univ. California Press, Berkeley, Calif., 1967, pp. 415–418. MR 0218104
- David Blackwell, Discounted dynamic programming, Ann. Math. Statist. 36 (1965), 226–235. MR 173536, DOI 10.1214/aoms/1177700285
- Lester E. Dubins and Leonard J. Savage, How to gamble if you must. Inequalities for stochastic processes, McGraw-Hill Book Co., New York-Toronto-London-Sydney, 1965. MR 0236983
Bibliographic Information
- © Copyright 1969 American Mathematical Society
- Journal: Proc. Amer. Math. Soc. 20 (1969), 563-569
- MSC: Primary 90.72; Secondary 60.00
- DOI: https://doi.org/10.1090/S0002-9939-1969-0253756-8
- MathSciNet review: 0253756