A Martingale System Theorem and Applications

Abstract

Let (W, F, P) be a probability space ... We shall be concerned with the problem of finding, if it exists, a sampling variable s which maximizes E(y(sub s)).

Open PDF

Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1961
Accession Number
AD1027730

Entities

People

  • Herbert Robbins
  • Y. S. Chow

Organizations

  • IBM Thomas J. Watson Research Center

Tags

Communities of Interest

  • Biomedical

DTIC Thesaurus Topics

  • Air Force
  • California
  • Distribution Functions
  • Game Theory
  • Military Research
  • Observation
  • Polynomials
  • Probability
  • Random Variables
  • Sampling
  • Sequences
  • Sequential Games
  • Statistical Samples
  • Statistics
  • Theorems
  • Universities

Fields of Study

  • Mathematics

Technology Areas

  • Space