Subfair ?Red-and-Black? in the presence of inflation

DOI10.1007/BF00533465zbMATH Open0362.60067OpenAlexW2092512294MaRDI QIDQ4136292FDOQ4136292

Authors:

Publication date: 1978

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00533465

Mathematics Subject Classification ID

Applications of game theory (91A80) Stopping times; optimal stopping problems; gambling theory (60G40)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Optimal Stopping When the Future is Discounted
• Dynamic programming and gambling models
• Discounted and rapid subfair red-and-black
• Red-and-black with unknown win probability
• Subfair primitive casino with a discount factor
• Subfair Red-and-Black with a Limit

Cited In (7)

• Strong Optimality of Bold Play for Discounted Dubins-Savage Gambling Problems with Time-Dependent Parameters
• Maximizing the discounted survival probability in Vardi's casino
• 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
• On Optimality of Bold Play for Discounted Dubins-Savage Gambling Problems with Limited Playing Times
• Improving on bold play when the gambler is restricted

This page was built for publication: Subfair ?Red-and-Black? in the presence of inflation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4136292)