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

DOI10.1007/BF00533465zbMath0362.60067OpenAlexW2092512294MaRDI QIDQ4136292

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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)

Related Items (7)

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

Cites Work

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• Discounted and rapid subfair red-and-black
• Red-and-black with unknown win probability
• Subfair primitive casino with a discount factor
• Dynamic programming and gambling models
• Optimal Stopping When the Future is Discounted
• Subfair Red-and-Black with a Limit

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