Maximizing the discounted survival probability in Vardi's casino (Q3108384): Difference between revisions

@@ Property / author @@
-Robert W. Chen
@@ Property / author: Robert W. Chen / rank @@
-Normal rank
@@ Property / author @@
+Robert W. Chen
@@ Property / author: Robert W. Chen / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1080/17442508.2011.552980
+Normal rank
@@ Property / OpenAlex ID @@
+W1969589670
@@ Property / OpenAlex ID: W1969589670 / rank @@
+Normal rank
@@ Property / cites work @@
+Two-person red-and-black games with bet-dependent win probability functions
+Normal rank
@@ Property / cites work @@
+On Nonoptimality of Bold Play for Subfair Red-And-Black with a Rational-Valued House Limit
+Normal rank
@@ Property / cites work @@
+Subfair primitive casino with a discount factor
@@ Property / cites work: Subfair primitive casino with a discount factor / rank @@
+Normal rank
@@ Property / cites work @@
+Subfair ?Red-and-Black? in the presence of inflation
+Normal rank
@@ Property / cites work @@
+On discounted subfair primitive casino
@@ Property / cites work: On discounted subfair primitive casino / rank @@
+Normal rank
@@ Property / cites work @@
+A bold strategy is not always optimal in the presence of inflation
+Normal rank
@@ Property / cites work @@
+On Optimality of Bold Play for Primitive Casinos in the Presence of Inflation
+Normal rank
@@ Property / cites work @@
+Q5343895
@@ Property / cites work: Q5343895 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Strategy for the Vardi Casino with Interest Payments
+Normal rank
@@ Property / cites work @@
+A model for stock price fluctuations based on information
+Normal rank
@@ Property / cites work @@
+Explicit Optimal Strategy for the Vardi Casino with Limited Playing Time
+Normal rank
@@ Property / cites work @@
+Strong Optimality of Bold Play for Discounted Dubins-Savage Gambling Problems with Time-Dependent Parameters
+Normal rank