A short introduction to goal problems in abstract gambling theory is given, along with statements of some of the main theorems and a number of examples, open problems and references. Emphasis is on the finite-state, countably-additive setting with such classical objectives as reaching a goal, hitting a goal infinitely often, staying in the goal, and maximizing the average time spent at a goal.



URL: http://digitalcommons.calpoly.edu/rgp_rsr/69