{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,4,29]],"date-time":"2026-04-29T02:29:05Z","timestamp":1777429745620,"version":"3.51.4"},"reference-count":24,"publisher":"Institute of Electrical and Electronics Engineers (IEEE)","issue":"2","license":[{"start":{"date-parts":[[2021,4,1]],"date-time":"2021-04-01T00:00:00Z","timestamp":1617235200000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/ieeexplore.ieee.org\/Xplorehelp\/downloads\/license-information\/IEEE.html"},{"start":{"date-parts":[[2021,4,1]],"date-time":"2021-04-01T00:00:00Z","timestamp":1617235200000},"content-version":"stm-asf","delay-in-days":0,"URL":"https:\/\/doi.org\/10.15223\/policy-029"},{"start":{"date-parts":[[2021,4,1]],"date-time":"2021-04-01T00:00:00Z","timestamp":1617235200000},"content-version":"stm-asf","delay-in-days":0,"URL":"https:\/\/doi.org\/10.15223\/policy-037"}],"funder":[{"DOI":"10.13039\/501100001602","name":"Science Foundation Ireland","doi-asserted-by":"publisher","award":["16\/IA\/4470"],"award-info":[{"award-number":["16\/IA\/4470"]}],"id":[{"id":"10.13039\/501100001602","id-type":"DOI","asserted-by":"publisher"}]},{"name":"MACSI Visitor Fund"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["IEEE Control Syst. Lett."],"published-print":{"date-parts":[[2021,4]]},"DOI":"10.1109\/lcsys.2020.3004029","type":"journal-article","created":{"date-parts":[[2020,6,22]],"date-time":"2020-06-22T22:17:02Z","timestamp":1592864222000},"page":"623-628","source":"Crossref","is-referenced-by-count":5,"title":["A Generalization of the Classical Kelly Betting Formula to the Case of Temporal Correlation"],"prefix":"10.1109","volume":"5","author":[{"ORCID":"https:\/\/orcid.org\/0000-0002-9516-0175","authenticated-orcid":false,"given":"Joseph D.","family":"O'Brien","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"ORCID":"https:\/\/orcid.org\/0000-0001-8724-809X","authenticated-orcid":false,"given":"Kevin","family":"Burke","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"ORCID":"https:\/\/orcid.org\/0000-0001-9386-2010","authenticated-orcid":false,"given":"Mark E.","family":"Burke","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"ORCID":"https:\/\/orcid.org\/0000-0002-2067-0349","authenticated-orcid":false,"given":"B. Ross","family":"Barmish","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"263","reference":[{"key":"ref10","doi-asserted-by":"publisher","DOI":"10.2307\/1428168"},{"key":"ref11","author":"maclean","year":"2010","journal-title":"The Kelly Capital Growth Investment Criterion Theory and Practice"},{"key":"ref12","doi-asserted-by":"publisher","DOI":"10.1080\/14697688.2010.506108"},{"key":"ref13","doi-asserted-by":"publisher","DOI":"10.1287\/mnsc.38.11.1562"},{"key":"ref14","doi-asserted-by":"publisher","DOI":"10.1109\/CDC.2016.7798825"},{"key":"ref15","doi-asserted-by":"publisher","DOI":"10.1109\/CDC.2018.8619186"},{"key":"ref16","doi-asserted-by":"publisher","DOI":"10.1016\/S0165-1889(03)00056-3"},{"key":"ref17","doi-asserted-by":"publisher","DOI":"10.3905\/joi.2016.25.3.118"},{"key":"ref18","doi-asserted-by":"publisher","DOI":"10.2307\/2118454"},{"key":"ref19","doi-asserted-by":"publisher","DOI":"10.1093\/rfs\/15.2.533"},{"key":"ref4","author":"cover","year":"2006","journal-title":"Elements of Information Theory"},{"key":"ref3","doi-asserted-by":"publisher","DOI":"10.1111\/1467-9884.00251"},{"key":"ref6","doi-asserted-by":"publisher","DOI":"10.2307\/2324484"},{"key":"ref5","author":"luenberger","year":"2013","journal-title":"Investment Science"},{"key":"ref8","doi-asserted-by":"publisher","DOI":"10.1086\/295383"},{"key":"ref7","doi-asserted-by":"publisher","DOI":"10.1142\/S0219024998000217"},{"key":"ref2","doi-asserted-by":"publisher","DOI":"10.1016\/S1872-0978(06)01009-X"},{"key":"ref1","doi-asserted-by":"publisher","DOI":"10.1002\/j.1538-7305.1956.tb03809.x"},{"key":"ref9","doi-asserted-by":"publisher","DOI":"10.1007\/s10818-017-9253-z"},{"key":"ref20","doi-asserted-by":"publisher","DOI":"10.1007\/s10955-015-1348-0"},{"key":"ref22","doi-asserted-by":"publisher","DOI":"10.1017\/CBO9780511804441"},{"key":"ref21","author":"golub","year":"2012","journal-title":"Matrix Computations"},{"key":"ref24","doi-asserted-by":"publisher","DOI":"10.23919\/ACC.2018.8431224"},{"key":"ref23","first-page":"39","article-title":"An adaptive Kelly betting strategy for finite repeated games","author":"wu","year":"2015","journal-title":"Proc Int Conf Gen Evol Comput Conf"}],"container-title":["IEEE Control Systems Letters"],"original-title":[],"link":[{"URL":"http:\/\/xplorestaging.ieee.org\/ielx7\/7782633\/9129881\/09122591.pdf?arnumber=9122591","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2022,5,10]],"date-time":"2022-05-10T14:54:17Z","timestamp":1652194457000},"score":1,"resource":{"primary":{"URL":"https:\/\/ieeexplore.ieee.org\/document\/9122591\/"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2021,4]]},"references-count":24,"journal-issue":{"issue":"2"},"URL":"https:\/\/doi.org\/10.1109\/lcsys.2020.3004029","relation":{},"ISSN":["2475-1456"],"issn-type":[{"value":"2475-1456","type":"electronic"}],"subject":[],"published":{"date-parts":[[2021,4]]}}}