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Titlebook: Discrete Gambling and Stochastic Games; Ashok P. Maitra,William D. Sudderth Book 1996 Springer-Verlag New York, Inc. 1996 Martingal.Martin

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發(fā)表于 2025-3-21 19:17:42 | 只看該作者 |倒序?yàn)g覽 |閱讀模式
書目名稱Discrete Gambling and Stochastic Games
編輯Ashok P. Maitra,William D. Sudderth
視頻videohttp://file.papertrans.cn/282/281108/281108.mp4
叢書名稱Stochastic Modelling and Applied Probability
圖書封面Titlebook: Discrete Gambling and Stochastic Games;  Ashok P. Maitra,William D. Sudderth Book 1996 Springer-Verlag New York, Inc. 1996 Martingal.Martin
描述The theory of probability began in the seventeenth century with attempts to calculate the odds of winning in certain games of chance. However, it was not until the middle of the twentieth century that mathematicians de- veloped general techniques for maximizing the chances of beating a casino or winning against an intelligent opponent. These methods of finding op- timal strategies for a player are at the heart of the modern theories of stochastic control and stochastic games. There are numerous applications to engineering and the social sciences, but the liveliest intuition still comes from gambling. The now classic work How to Gamble If You Must: Inequalities for Stochastic Processes by Dubins and Savage (1965) uses gambling termi- nology and examples to develop an elegant, deep, and quite general theory of discrete-time stochastic control. A gambler "controls" the stochastic pro- cess of his or her successive fortunes by choosing which games to play and what bets to make.
出版日期Book 1996
關(guān)鍵詞Martingal; Martingale; Odds; Optional Sampling Theorem; probability
版次1
doihttps://doi.org/10.1007/978-1-4612-4002-0
isbn_softcover978-1-4612-8467-3
isbn_ebook978-1-4612-4002-0Series ISSN 0172-4568 Series E-ISSN 2197-439X
issn_series 0172-4568
copyrightSpringer-Verlag New York, Inc. 1996
The information of publication is updating

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發(fā)表于 2025-3-21 20:30:15 | 只看該作者
Defibrillation in Sudden Cardiac DeathA gambling house Γ has a property like that of a stationary Markov chain. Namely, the set of gambles Γ(..) available at the .th play depends only on the value of the current state .. and not on any past states. So it is natural to ask whether it is harmful for a gambler to ignore the past when selecting gambles.
板凳
發(fā)表于 2025-3-22 03:02:05 | 只看該作者
Leavable Gambling Problems,Let Γ be a gambling house defined on the countable state space . and let . be a real-valued function on .. The function . is the player’s . and, for each . ∈ S, . represents the worth or utility to the player of the state ..
地板
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Xuelian Yin,Haiyan Zhu,Yang Yang,Hong Shenl fortune . chooses, as before, a strategy . available at .. However, the player does not choose a time to stop, but instead continues to play forever. In this new situation it is natural to measure the value of a strategy by how well it does in some limiting sense. One might use the expected value
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https://doi.org/10.1007/978-94-009-8834-7layers select actions which determine the conditional distribution of the next state ... The object of one player is to maximize a given payoff .(..,..,…) while the other player seeks to minimize the same quantity.
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Stochastic Modelling and Applied Probabilityhttp://image.papertrans.cn/e/image/281108.jpg
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