Card Counting in Continuous Time

DOI10.1239/jap/1331216841zbMath1247.60055OpenAlexW2046310531MaRDI QIDQ5388748

Patrik Andersson

Publication date: 20 April 2012

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

Full work available at URL: https://projecteuclid.org/euclid.jap/1331216841

zbMATH Keywords

optimal controlinvariance principlesampling without replacementgambling theory

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Functional limit theorems; invariance principles (60F17)

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