Supermartingale

(this article is a stub. you may be able to improve it.)

Game-theoretic supermartingales are a generalization of measure-theoretic supermartingales. Supermartingales as defined in Chernov et al, 2010, is a class of game-theoretic supermartingales.

Supermartingale is an entity such that ⚠ $E_\pi S_t \le S_{t-1}$.