Finkelstein, Mark; Whitley, Robert Optimal strategies for repeated games. (English) Zbl 0456.90100 Adv. Appl. Probab. 13, 415-428 (1981). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 13 Documents MSC: 91A99 Game theory 91B28 Finance etc. (MSC2000) 60G48 Generalizations of martingales Keywords:optimal strategies; repeated games; Kelly-Breiman strategy; supermartingale; submartingale; Kelly criterion; favorable game; optimal gambling system; portfolio selection; capital growth model PDFBibTeX XMLCite \textit{M. Finkelstein} and \textit{R. Whitley}, Adv. Appl. Probab. 13, 415--428 (1981; Zbl 0456.90100) Full Text: DOI Link