ESAIM: Probability and Statistics
- ESAIM: Probability and Statistics 1997 1 : pp 89-93
- © EDP Sciences, SMAI, 1997
- DOI: 10.1051/ps:1997104 (About DOI)
- Published online by Cambridge University Press: 17 March 2011
Research Article
A note on 'Big Match'
Coulomb, Jean-Michel
UFR SEGMI, Université Paris X, 200, avenue de la République, 92001 Nanterre Cedex. E-mail : coulomb@modalx.u-paris10.fr
Abstract
We present a very simple proof of the existence of the value for 'Big Match' first shown by Blackwell and Ferguson (1968).
Résumé
Nous montrons très simplement l'existence de la valeur pour 'Big Match' déjà établie par Blackwell et Ferguson (1968).
(Online publication August 15 2002)
Key Words:
- Absorbing state / stochastic game / strategy / value / state variable.
Powered by:
