TIMID PLAY WHEN LARGE BETS ARE PROFITABLE.GILAT D; SUDDERTH W.1977; ANN. PROBAB.; U.S.A.; DA. 1977; VOL. 5; NO 4; PP. 573-576; BIBL. 3 REF.Article

DE FINETTI'S THEOREM ON EXCHANGEABLE VARIABLES.HEATH D; SUDDERTH W.1976; AMER. STATISTICIAN; U.S.A.; DA. 1976; VOL. 30; NO 4; PP. 188-189; BIBL. 5 REF.Article

A STRONG LAW FOR SOME GENERALIZED URN PROCESSESHILL BM; LANE D; SUDDERTH W et al.1980; ANN. PROBAB.; USA; DA. 1980; VOL. 8; NO 2; PP. 214-226; BIBL. 4 REF.Article

Geometric convergence of algorithms in gambling theoryRAMAKRISHNAN, S; SUDDERTH, W.Mathematics of operations research. 1998, Vol 23, Num 3, pp 568-575, issn 0364-765XArticle

Borel stochastic games with lim sup payoffMAITRA, A; SUDDERTH, W.Annals of probability. 1993, Vol 21, Num 2, pp 861-885, issn 0091-1798Article

Controlling a process to a goal in finite timeSUDDERTH, W. D; WEERASINGHE, A.Mathematics of operations research. 1989, Vol 14, Num 3, pp 400-409, issn 0364-765XArticle

Coherent inference from improper priors and from finitely additive priorsHEATH, D; SUDDERTH, W.Annals of statistics. 1989, Vol 17, Num 2, pp 907-919, issn 0090-5364, 13 p.Article

The expected value of an everywhere stopped martingaleRAMAKRISHNAN, S; SUDDERTH, W. D.Annals of probability. 1986, Vol 14, Num 3, pp 1075-1079, issn 0091-1798Article

An operator solution of stochastic gamesMAITRA, A; SUDDERTH, W.Israel Journal of Mathematics. 1992, Vol 78, Num 1, pp 33-49, issn 0021-2172Article

The optimal reward operator in negative dynamic programmingMAITRA, A; SUDDERTH, W.Mathematics of operations research. 1992, Vol 17, Num 4, pp 921-931, issn 0364-765XArticle

Stationary policies and Markov policies in Borel dynamic programmingSCHÄL, M; SUDDERTH, W.Probability theory and related fields. 1987, Vol 74, Num 1, pp 91-111, issn 0178-8051Article

Leavable gambling problems with unbounded utilitiesMAITRA, A; PURVES, R; SUDDERTH, W et al.Transactions of the American Mathematical Society. 1990, Vol 320, Num 2, pp 543-567, issn 0002-9947, 25 p.Article

A Borel measurable version of König's lemma for random pathsMAITRA, A; PURVES, R; SUDDERTH, W et al.Annals of probability. 1991, Vol 19, Num 1, pp 423-451, issn 0091-1798Article

Minimizing or maximizing the expected time to reach zeroHEATH, D; OREY, S; PESTIEN, V et al.SIAM journal on control and optimization. 1987, Vol 25, Num 1, pp 195-205, issn 0363-0129Article

Exchangeable urn processesHILL, B. M; LANE, D; SUDDERTH, W et al.Annals of probability. 1987, Vol 15, Num 4, pp 1586-1592, issn 0091-1798Article

Reaching zero rapidlyOREY, S; PESTIEN, V; SUDDERTH, W et al.SIAM journal on control and optimization. 1987, Vol 25, Num 5, pp 1253-1265, issn 0363-0129Article

Using fuel to control a process to a goalSUDDERTH, W. D; WEERASINGHE, A. P. N.Stochastics and stochastics reports (Print). 1991, Vol 34, Num 3-4, pp 169-186, issn 1045-1129Article

Continuous-time Casino problemsPESTIEN, V. C; SUDDERTH, W. D.Mathematics of operations research. 1988, Vol 13, Num 2, pp 364-376, issn 0364-765XArticle

Construction of stationary Markov equilibria in a strategic market gameKARATZAS, I; SHUBIK, M; SUDDERTH, W. D et al.Mathematics of operations research. 1994, Vol 19, Num 4, pp 975-1006, issn 0364-765XArticle

A bang-bang strategy for a finite fuel stochastic control problemSUDDERTH, W. D; WEERASINGHE, A. P. N.Advances in applied probability. 1992, Vol 24, Num 3, pp 589-603, issn 0001-8678Article

Locally coherent rates of exchangeARMSTRONG, T. E; SUDDERTH, W. D.Annals of statistics. 1989, Vol 17, Num 3, pp 1394-1408, issn 0090-5364, 15 p.Article

Avoiding foregone conclusions : Geometric and foundational analysis of paradoxes of finite additivity. Discussions. CommentGOLDSTEIN, Michael; KADANE, Joseph B; SCHERVISH, Mark J et al.Journal of statistical planning and inference. 2001, Vol 94, Num 1, pp 73-95, issn 0378-3758Article