Dubins-Savage Theory of Gambling and Stochastic Games
A short course by Professor William D. Sudderth, University of Minnesota
The now classic work "How to Gamble if You Must : Inequalities for Stochastic
Processes" by Dubins and Savage (1965) is an elegant, deep and quite general
theory of stochastic games. A gambler "controls" the stochastic process
of his successive gambles by choosing which games to play and which bets
to make. This course will introduce the ideas of Dubins and Savage and
also more recent developments in gambling theory such as its application
to stochastic games.
Schedule : June 16, 17, 18, 21, 23, 25, 28, 29 and 30, 11:00-12:15pm.
Room 622 mathematic Bldg.
For general CAP inquiries:
chris@wald.stat.columbia.edu
(Chris Heyde, Director of CAP)
sigman@ieor.columbia.edu
(Karl Sigman, Secretary of CAP)
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CAP
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Mail Code: 8906
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PHONE: (212) 854-6096
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EMAIL: cap@columbia.edu |
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