Two-person red-and-black stochastic games

DOI10.2307/3215180MaRDI QIDQ4339253zbMATH OpenOpenAlexFDO

Authors Piercesare Secchi

Publication date 9 June 1997

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

Full work available at URL https://doi.org/10.2307/3215180

zbMATH Keywords

stochastic gamebold playred-and-black gamblinguniformly \(\varepsilon\)-optimal stationary strategy

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic games, stochastic differential games (91A15)

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Cited in

(13)

• New inequalities for probability functions in the two-person red-and-black game
• NASH EQUILIBRIUMS IN TWO-PERSON RED-AND-BLACK GAMES
• Two new models for the two-person red-and-black game
• Two-person red-and-black game with lower limit
• Generalizations of bold play in red and black.
• Two-person red-and-black with bet-dependent win probabilities
• Discrete Red-and-Black with Fortune-Dependent Win Probabilities
• Two-person red-and-black games with bet-dependent win probability functions
• PROPORTIONAL THREE-PERSON RED-AND-BLACK GAMES
• Favorable red and black on the integers with a minimum bet
• On Optimality of Bold Play for Discounted Dubins-Savage Gambling Problems with Limited Playing Times
• OPTIMAL STRATEGY IN “GUESS WHO?”: BEYOND BINARY SEARCH
• Improving on bold play when the gambler is restricted

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