论文信息 - Continuous-time gambling problems

Continuous-time gambling problems

An abstract gambler's problem is formulated in a continuous-time setting and analogues are proved for some of the discrete-time results of Dubins and Savage in their book How to Gamble if You Must. Applications are made to problems of controlling a Brownian motion process.

William D. Sudderth | David Heath | W. Sudderth | David C. Heath

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