Maximizing the variance of the time to ruin in a multiplayer game with selection (Q5740705)
From MaRDI portal
scientific article; zbMATH DE number 6607002
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximizing the variance of the time to ruin in a multiplayer game with selection |
scientific article; zbMATH DE number 6607002 |
Statements
Maximizing the variance of the time to ruin in a multiplayer game with selection (English)
0 references
27 July 2016
0 references
multiplayer game
0 references
gambler's ruin
0 references
martingale
0 references
dynamic programming
0 references
stochastic control
0 references
