Further insight into the structure of bold and timid policies

DOI10.2307/1427142MaRDI QIDQ3679008zbMATH OpenOpenAlexFDO

Authors Pravin K. Johri, Michael N. Katehakis

Publication date 1985

Published in Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1427142

zbMATH Keywords

optimal policygamblingroulettemultiple bets

Mathematics Subject Classification ID

Dynamic programming (90C39) Game theory (91A99)

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