Geodesic
Repetitive play of a game against nature
Applications of Mathematics, Tome 12 (1967) no. 5, pp. 383-397
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In this paper general theorems for optimal strategic procedures in the repeated play of a game against nature are given. The game is supposed to be infinite from the right and the theorems include the solution of a sequential decision problem with infinite decision space.
In this paper general theorems for optimal strategic procedures in the repeated play of a game against nature are given. The game is supposed to be infinite from the right and the theorems include the solution of a sequential decision problem with infinite decision space.
DOI : 10.21136/AM.1967.103115
Classification : 91A15 
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Jílovec, Stanislav; Šubert, Bruno. Repetitive play of a game against nature. Applications of Mathematics, Tome 12 (1967) no. 5, pp. 383-397. doi: 10.21136/AM.1967.103115

[1] J. Hannan: Approximation to Bayes Risk in Repeated Play. Contributions to the Theory of Games 3 (1957), 97-139. | MR | Zbl

[2] M. Loève: Probability Theory. 3d ed., Van Nostrand, New York 1963. | MR

[3] J. Van Ryzin: The Sequential Compound Decision Problem with $n \times m$ Finite Loss Matrix. Ann. Math. Statist. 37 (1966), 4, 954-975. | MR

[4] E. Samuel: Asymptotic Solutions of the Sequential Compound Decision Problem. Ann. Math. Statist. 34 (1963), 1079-1094. | DOI | MR | Zbl

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