Bold Play Is Best: A Simple Proof

DOI10.2307/2690801MaRDI QIDQ3153914zbMATH OpenOpenAlexFDO

Authors Richard Isaac

Publication date 7 November 2002

Full work available at URL https://doi.org/10.2307/2690801

zbMATH Keywords

ruin problem

Mathematics Subject Classification ID

Combinatorial probability (60C05)

Recommendations

• Improving on bold play when the gambler is restricted
• Further insight into the structure of bold and timid policies
• A rule of thumb (not only) for gamblers
• On Nonoptimality of Bold Play for Subfair Red-And-Black with a Rational-Valued House Limit
• On Optimality of Bold Play for Discounted Dubins-Savage Gambling Problems with Limited Playing Times

Cited in

(2)

• Generalizations of bold play in red and black.
• Improving on bold play when the gambler is restricted

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