Bold play and the optimal policy for Vardi's casino
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Publication:3511599
zbMATH Open1144.60307MaRDI QIDQ3511599FDOQ3511599
Authors: Larry Shepp 
Publication date: 11 July 2008
Recommendations
- Optimal Strategy for the Vardi Casino with Interest Payments
- Explicit Optimal Strategy for the Vardi Casino with Limited Playing Time
- Maximizing the discounted survival probability in Vardi's casino
- On Optimality of Bold Play for Discounted Dubins-Savage Gambling Problems with Limited Playing Times
- Improving on bold play when the gambler is restricted
\(\varepsilon\)-optimal betting strategyDubins and Savage's casinohow-to-gamble-if-you-mustVardi's casino
Stopping times; optimal stopping problems; gambling theory (60G40) Probabilistic games; gambling (91A60)
Cited In (10)
- Granularity of wagers in games and the possibility of saving
- Strong Optimality of Bold Play for Discounted Dubins-Savage Gambling Problems with Time-Dependent Parameters
- Maximizing the discounted survival probability in Vardi's casino
- Further insight into the structure of bold and timid policies
- Optimal Strategy for the Vardi Casino with Interest Payments
- A bold strategy is not always optimal in the presence of inflation
- On Optimality of Bold Play for Primitive Casinos in the Presence of Inflation
- Explicit Optimal Strategy for the Vardi Casino with Limited Playing Time
- On Optimality of Bold Play for Discounted Dubins-Savage Gambling Problems with Limited Playing Times
- Improving on bold play when the gambler is restricted
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