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Perfect information games with upper semicontinuous payoffs
Purves, Roger A.; Sudderth, William D. - In: Mathematics of operations research 36 (2011) 3, pp. 468-473
Persistent link: https://www.econbiz.de/10009300407
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Finitely additive dynamic programming
Sudderth, William D. - In: Mathematics of operations research 41 (2016) 1, pp. 92-108
Persistent link: https://www.econbiz.de/10011448301
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Construction of Stationary Markov Equilibria in a Strategic Market Game
Karatzas, Ioannis; Shubik, Martin; Sudderth, William D. - In: Mathematics of operations research 19 (1994) 4, pp. 975-1006
Persistent link: https://www.econbiz.de/10006421072
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Geometric Convergence of Algorithms in Gambling Theory
Ramakrishnan, S.; Sudderth, W. - In: Mathematics of operations research 23 (1998) 3, pp. 568-575
Persistent link: https://www.econbiz.de/10006419790
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The Preservation of Continuity and Lipschitz Continuity by Optimal Reward Operators
Laraki, Rida; Sudderth, William D. - In: Mathematics of operations research 29 (2004) 3, pp. 672-685
Persistent link: https://www.econbiz.de/10006417591
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Subgame-Perfect Equilibria for Stochastic Games
Maitra, Ashok P.; Sudderth, William D. - In: Mathematics of operations research 32 (2007) 3, pp. 711-722
Persistent link: https://www.econbiz.de/10007792035
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Perfect Information Games with Upper Semicontinuous Payoffs
Purves, Roger A.; Sudderth, William D. - In: Mathematics of operations research 36 (2011) 3, pp. 468-474
Persistent link: https://www.econbiz.de/10009256484