Optimal nonmyopic gambling strategy for the generalized Kelly criterion

DOI10.1002/(SICI)1520-6750(199710)44:7%3C639::AID-NAV3%3E3.0.CO;2-DzbMATH Open0887.90176OpenAlexW1979285776MaRDI QIDQ4363418FDOQ4363418

Authors: M. Parlar, Sıla Çetinkaya 

Publication date: 6 November 1997

Full work available at URL: https://doi.org/10.1002/(sici)1520-6750(199710)44:7%3C639::aid-nav3%3E3.0.co;2-d

Recommendations

• Some aspects of gambling with the Kelly criterion
• The Action Gambler and Equal-Sized Wagering
• scientific article; zbMATH DE number 269848
• Publication:4892242

zbMATH Keywords

stochastic dynamic programminggamblingnonmyopic optimal policyoptimal wagersutility of terminal wealth

Mathematics Subject Classification ID

Dynamic programming (90C39) Stochastic programming (90C15)

Cited In (10)

• The Action Gambler and Equal-Sized Wagering
• On the positive expected utility of combination wagers
• An optimal betting strategy for repeated games
• Partial-Kelly strategies and expected utility: small-edge asymptotics
• Optimal Control of Favorable Games with Expected Loss Constraint
• A Dynamic Kelly Criterion for Games with a Maximum Payout
• Title not available (Why is that?)
• Analysis of Kelly betting on finite repeated games
• Title not available (Why is that?)
• Some aspects of gambling with the Kelly criterion

This page was built for publication: Optimal nonmyopic gambling strategy for the generalized Kelly criterion

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4363418)