Further aspects of gambling with the Kelly criterion

MaRDI QIDQ3172311zbMATH OpenFDO

Authors Ravi Phatarfod

Publication date 5 October 2011

zbMATH Keywords

Kelly criterionfractional Kellyhalving and doublingwin to action ratio

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Probabilistic games; gambling (91A60)

Recommendations

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• Optimal betting under parameter uncertainty: improving the Kelly criterion

Cited in

(13)

• Some aspects of gambling with the Kelly criterion
• The Kelly system maximizes median fortune
• A counterexample to the \textit{Fortune's formula} investing method
• Optimal betting under parameter uncertainty: improving the Kelly criterion
• A mathematical analysis of the card game of betweenies through Kelly's criterion
• In-game betting and the Kelly criterion
• On the linear structure of betting criterion and the checking of coherence
• A Dynamic Kelly Criterion for Games with a Maximum Payout
• Kelly Betting on Horse Races with Uncertainty in Probability Estimates
• Issues Related to Sports Gambling
• The Kelly criterion for spread bets
• Analysis of Kelly betting on finite repeated games
• Kelly gambling with the stock market and banks

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