Two-person red-and-black stochastic games

DOI10.2307/3215180zbMath0873.90128OpenAlexW2330412814MaRDI QIDQ4339253

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)

Related Items (10)

OPTIMAL STRATEGY IN “GUESS WHO?”: BEYOND BINARY SEARCH ⋮ New inequalities for probability functions in the two-person red-and-black game ⋮ 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 ⋮ 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 ⋮ PROPORTIONAL THREE-PERSON RED-AND-BLACK GAMES

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