Maximizing the discounted survival probability in Vardi's casino
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Publication:3108384
DOI10.1080/17442508.2011.552980zbMath1232.91072OpenAlexW1969589670MaRDI QIDQ3108384
Ilie Grigorescu, Lawrence A. Shepp, Robert W. Chen
Publication date: 3 January 2012
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508.2011.552980
Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15) Probabilistic games; gambling (91A60)
Cites Work
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