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.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 clá...
Games of chance are developed in their physical consumer-ready form on the basis of mathematical mod...
What is the current place of mathematics in problem gambling research, and how can mathematics contr...
We study the decision theory of a maximally risk-averse investor --- one whose objective, in the fac...
A short introduction to goal problems in abstract gambling theory is given, along with statementes o...
AbstractIn a decision process (gambling or dynamic programming problem) with finite state space and ...
In every finite-state leavable gambling problem and in every finite-state Markov decision process wi...
Suppose you are in a casino with a number of dollars you wish to gamble. You may quit whenever you p...
In several standard models of dynamic programming (gambling houses, MDPs, POMDPs), we prove the exis...
The theory of Markov Decision Processes is the theory of controlled Markov chains. Its origins can b...
In red and black, a player bets, at even stakes, on a sequence of inde-pendent games with success pr...
A decision maker observes the evolving state of the world while constantly trying to predict the nex...
This paper presents a strategic model of risk-taking behavior in contests. Formally, we analyze an n...
The notion of persistently optimal strategy in gambling theory is analogous to that of subgame-perfe...
AbstractFor countable-state decision processes (dynamic programming problems), a general class of ob...
A Complex System can be defined as a natural, artificial, social, or economic entity whose model inv...
Games of chance are developed in their physical consumer-ready form on the basis of mathematical mod...
What is the current place of mathematics in problem gambling research, and how can mathematics contr...
We study the decision theory of a maximally risk-averse investor --- one whose objective, in the fac...
A short introduction to goal problems in abstract gambling theory is given, along with statementes o...
AbstractIn a decision process (gambling or dynamic programming problem) with finite state space and ...
In every finite-state leavable gambling problem and in every finite-state Markov decision process wi...
Suppose you are in a casino with a number of dollars you wish to gamble. You may quit whenever you p...
In several standard models of dynamic programming (gambling houses, MDPs, POMDPs), we prove the exis...
The theory of Markov Decision Processes is the theory of controlled Markov chains. Its origins can b...
In red and black, a player bets, at even stakes, on a sequence of inde-pendent games with success pr...
A decision maker observes the evolving state of the world while constantly trying to predict the nex...
This paper presents a strategic model of risk-taking behavior in contests. Formally, we analyze an n...
The notion of persistently optimal strategy in gambling theory is analogous to that of subgame-perfe...
AbstractFor countable-state decision processes (dynamic programming problems), a general class of ob...
A Complex System can be defined as a natural, artificial, social, or economic entity whose model inv...
Games of chance are developed in their physical consumer-ready form on the basis of mathematical mod...
What is the current place of mathematics in problem gambling research, and how can mathematics contr...
We study the decision theory of a maximally risk-averse investor --- one whose objective, in the fac...