Dynamic programming and gambling models

DOI10.2307/1426236MaRDI QIDQ4119724zbMATH OpenOpenAlexFDO

Authors Sheldon M. Ross

Publication date 1974

Published in Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1426236

Mathematics Subject Classification ID

Hamilton-Jacobi theories (49L99) Markov processes (60J99)

Cited in

(16)

• How one gambles if one must: Effects of differing return rates on multistage betting decisions
• Generalizations of bold play in red and black.
• Two new models for the two-person red-and-black game
• PROPORTIONAL THREE-PERSON RED-AND-BLACK GAMES
• The Action Gambler and Equal-Sized Wagering
• Finite state dynamic programming with the total reward criterion
• Subfair primitive casino with a discount factor
• Subfair ?Red-and-Black? in the presence of inflation
• Two-person red-and-black with bet-dependent win probabilities
• NASH EQUILIBRIUMS IN TWO-PERSON RED-AND-BLACK GAMES
• Discrete Red-and-Black with Fortune-Dependent Win Probabilities
• Two-person red-and-black game with lower limit
• Two-person red-and-black games with bet-dependent win probability functions
• On Optimality of Bold Play for Discounted Dubins-Savage Gambling Problems with Limited Playing Times
• Nonconstant Sum Red-And-Black Games with Bet-Dependent Win Probability Function
• Improving on bold play when the gambler is restricted

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