Strong Optimality of Bold Play for Discounted Dubins-Savage Gambling Problems with Time-Dependent Parameters
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Publication:3516413
DOI10.1239/jap/1214950356zbMath1144.60031OpenAlexW2061533411MaRDI QIDQ3516413
Publication date: 5 August 2008
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1214950356
Stopping times; optimal stopping problems; gambling theory (60G40) Probabilistic games; gambling (91A60)
Related Items (2)
New inequalities for probability functions in the two-person red-and-black game ⋮ Maximizing the discounted survival probability in Vardi's casino
Cites Work
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