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Goal problems in gambling theory

  • Hill, Theodore [1]
    1. [1] Georgia Institute of Technology

      Georgia Institute of Technology

      Estados Unidos

  • Localización: Revista de Matemática: Teoría y Aplicaciones, ISSN 2215-3373, ISSN-e 2215-3373, Vol. 6, Nº. 2, 1999, págs. 125-144
  • Idioma: inglés
  • DOI: 10.15517/rmta.v6i2.173
  • Enlaces
  • Resumen
    • español

      Se da una breve introducción a problemas de metas en teoría abstracta del jugador, así como el enunciado de algunos de los principales teoremas y un   número de ejemplos, problemas abiertos y referencias. Se hace énfasis en el caso de estado finito, contable aditivo, con objetivos clásicos como alcanzar una meta, alcanzar uan meta infinitamente abierta, permanecer en una meta. y maximizar el tiempo promedio  premanecido en una meta.Palabras clave: toría de jugadores, procesos estocásticos, estrategias de Markov.

    • English

      A short introduction to goal problems in abstract gambling theory is given, along with statementes of some of the main theorems and a number of examples, open problems and references. Emphasis is on the finite-state, countably-additive setting with such classical objectives as reaching a goal, hitting a goal  infinitely often, staying in the goal, and maximizing the average time spent at a goal.keywords: gambling theory, stochastic processes, Markov strategies.

  • Referencias bibliográficas
    • [B1] Blackwell, D.(1965) “Discounted dynamics programming”, Ann. Math. Statist.36: 226–235.
    • [Br] Brieman, L. (1961) “Optimal gambling systems for favorable games”, Proceedings of the Fourth Berkeley Symposium on Mathematical Statistics...
    • [DH1] Demko, S.; Hill, T. (1981) “Decision processes with total-cost criteria”, Ann. Probab. 9: 293–301.
    • [DH2] Demko, S.; Hill, T. (1984) “On maximizing the average time at a goal”, Stoch. Processes and Their Applic. 17: 349–357.
    • [DSa] Dubins, L.; Savage, L. (1976) Inequalities for Stochastics Processes: How to Gamble if You Must. Dover, New York.
    • [DSu] Dubins, L.; Sudderth, W. (1977) “Persistenly Є-optimal strategies”, Math. Operations Research 2125–135.
    • [F] Feller, W. (1968) An Introduction to Probability Theory and Its Applications, Vol. I, 3rd edition. Wiley, New York.
    • [Hi] Hill, T. (1979) “On the existence of good Markov strategies”, Trans. Amer. Math. Soc. 247: 157–176.
    • [HP] Hill, T.; Pestien, V. (1987) “The existence of good Markov strategies for decision processes with general payoffs”, Stoch. Processes...
    • [HvW] Hill, T.; van der Wal, J. (1987) “Monotonically improving limit-optimal strategies in finite-state decision processes”, Math. Operations...
    • [Ho] Howard, R. (1960)Dynamics Programming and Markov Process. Technology Press, Cam-bridge, MA.
    • [MS1] Maitra, A.; Sudderth, W. (1995) “An introduction to gambling theory and its applications to stochastic games”, preprint.
    • [MS2] Maitra, A.; Sudderth, W. (to appear) Discrete Gambling and Stochastic Games.
    • [O] Ornstein, D. (1969) “On the existence of stationary optimal strategies”, Proc. Amer. Math. Soc. 20: 563–569.
    • [St] Strauch, R. (1967) “Measurable gambling houses”, Trans. Amer. Math. Soc. 126: 64–72.
    • [Su] Sudderth, W. (1969) “On the existence of good stationary strategies”, Trans. Amer, Math. Soc. 135: 399–415.

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