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

DOI10.1007/BF00533465MaRDI QIDQ4136292zbMATH OpenOpenAlexFDO

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

• scientific article; zbMATH DE number 3216771 (Why is no real title available?)
• scientific article; zbMATH DE number 3278887 (Why is no real title available?)
• Discounted and rapid subfair red-and-black
• Dynamic programming and gambling models
• Optimal Stopping When the Future is Discounted
• Red-and-black with unknown win probability
• Subfair Red-and-Black with a Limit
• Subfair primitive casino with a discount factor

Cited in

(7)

• Optimal Strategy for the Vardi Casino with Interest Payments
• On Optimality of Bold Play for Discounted Dubins-Savage Gambling Problems with Limited Playing Times
• Improving on bold play when the gambler is restricted
• A bold strategy is not always optimal in the presence of inflation
• Strong Optimality of Bold Play for Discounted Dubins-Savage Gambling Problems with Time-Dependent Parameters
• On Optimality of Bold Play for Primitive Casinos in the Presence of Inflation
• Maximizing the discounted survival probability in Vardi's casino

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