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Repetitive play of a game against nature. (English) Zbl 0253.90071

MSC:

91A15 Stochastic games, stochastic differential games
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References:

[1] J. Hannan: Approximation to Bayes Risk in Repeated Play. Contributions to the Theory of Games 3 (1957), 97-139. · Zbl 0078.32804
[2] M. Loève: Probability Theory. 3d, Van Nostrand, New York 1963.
[3] J. Van Ryzin: The Sequential Compound Decision Problem with \(n \times m\) Finite Loss Matrix. Ann. Math. Statist. 37 (1966), 4, 954-975. · Zbl 0173.46303
[4] E. Samuel: Asymptotic Solutions of the Sequential Compound Decision Problem. Ann. Math. Statist. 34 (1963), 1079-1094. · Zbl 0202.49102
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