Dynamic programming and gambling models

DOI10.2307/1426236zbMath0349.49032OpenAlexW2080203946MaRDI QIDQ4119724

Sheldon M. Ross

Publication date: 1974

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

Full work available at URL: https://doi.org/10.2307/1426236

Mathematics Subject Classification ID

Markov processes (60J99) Hamilton-Jacobi theories (49L99)

Related Items (16)

Generalizations of bold play in red and black. ⋮ Finite state dynamic programming with the total reward criterion ⋮ Improving on bold play when the gambler is restricted ⋮ TWO-PERSON RED-AND-BLACK GAME WITH LOWER LIMIT ⋮ Two New Models for the Two-Person Red-And-Black Game ⋮ NASH EQUILIBRIUMS IN TWO-PERSON RED-AND-BLACK GAMES ⋮ Subfair primitive casino with a discount factor ⋮ Subfair ?Red-and-Black? in the presence of inflation ⋮ Two-person red-and-black with bet-dependent win probabilities ⋮ Two-person red-and-black games with bet-dependent win probability functions ⋮ On Optimality of Bold Play for Discounted Dubins-Savage Gambling Problems with Limited Playing Times ⋮ Nonconstant Sum Red-And-Black Games with Bet-Dependent Win Probability Function ⋮ How one gambles if one must: Effects of differing return rates on multistage betting decisions ⋮ Discrete Red-and-Black with Fortune-Dependent Win Probabilities ⋮ PROPORTIONAL THREE-PERSON RED-AND-BLACK GAMES ⋮ The Action Gambler and Equal-Sized Wagering

This page was built for publication: Dynamic programming and gambling models