Applications of martingale system theorems
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- by J. L. Snell
- Trans. Amer. Math. Soc. 73 (1952), 293-312
- DOI: https://doi.org/10.1090/S0002-9947-1952-0050209-9
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References
- K. J. Arrow, D. Blackwell, and M. A. Girshick, Bayes and minimax solutions of sequential decision problems, Econometrica 17 (1949), 213–244. MR 32173, DOI 10.2307/1905525
- S. Bochner and R. S. Phillips, Additive set functions and vector lattices, Ann. of Math. (2) 42 (1941), 316–324. MR 4079, DOI 10.2307/1969000 J. L. Doob, Forthcoming book, Wiley, N. Y. —, Continuous parameter martingales, Proceedings of the Berkeley Symposium on mathematical statistics and probability, University of California Press, 1950.
- Hans Hahn and Arthur Rosenthal, Set Functions, University of New Mexico Press, Albuquerque, N.M., 1948. MR 0024504 P. Halmos, Invariants of certain stochastic transformations, Duke Math. J. vol. 5 (1939).
- A. Wald and J. Wolfowitz, Bayes solutions of sequential decision problems, Ann. Math. Statistics 21 (1950), 82–99. MR 34005, DOI 10.1214/aoms/1177729887
Bibliographic Information
- © Copyright 1952 American Mathematical Society
- Journal: Trans. Amer. Math. Soc. 73 (1952), 293-312
- MSC: Primary 60.0X
- DOI: https://doi.org/10.1090/S0002-9947-1952-0050209-9
- MathSciNet review: 0050209