Abstract
A proof is given for a gambling theorem which was stated by Dubins and Savage. Connections are made with optimal stopping theory and the usual abstract stopping problem is generalized to a situation where stopping is allowed only at certain times along a given path.
Citation
William D. Sudderth. "A Gambling Theorem and Optimal Stopping Theory." Ann. Math. Statist. 42 (5) 1697 - 1705, October, 1971. https://doi.org/10.1214/aoms/1177693168
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