Optimal nonmyopic gambling strategy for the generalized Kelly criterion (Q4363418)
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scientific article; zbMATH DE number 1084194
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| English | Optimal nonmyopic gambling strategy for the generalized Kelly criterion |
scientific article; zbMATH DE number 1084194 |
Statements
6 November 1997
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stochastic dynamic programming
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gambling
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nonmyopic optimal policy
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optimal wagers
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utility of terminal wealth
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Optimal nonmyopic gambling strategy for the generalized Kelly criterion (English)
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0.8294392824172974
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0.8212536573410034
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