Explicit Optimal Strategy for the Vardi Casino with Limited Playing Time
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Publication:5440652
DOI10.1239/JAP/1189717548zbMATH Open1146.60041OpenAlexW2012800595MaRDI QIDQ5440652FDOQ5440652
Authors: Yi-Ching Yao 
Publication date: 5 February 2008
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1189717548
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Applications of game theory (91A80) Stopping times; optimal stopping problems; gambling theory (60G40) Probabilistic games; gambling (91A60)
Cites Work
- Title not available (Why is that?)
- Optimal Strategy for the Vardi Casino with Interest Payments
- Two-person red-and-black games with bet-dependent win probability functions
- A bold strategy is not always optimal in the presence of inflation
- On Optimality of Bold Play for Primitive Casinos in the Presence of Inflation
- Bold play and the optimal policy for Vardi's casino
- On Optimality of Bold Play for Discounted Dubins-Savage Gambling Problems with Limited Playing Times
- Improving on bold play when the gambler is restricted
Cited In (6)
- Bold play and the optimal policy for Vardi's casino
- Strong Optimality of Bold Play for Discounted Dubins-Savage Gambling Problems with Time-Dependent Parameters
- Maximizing the discounted survival probability in Vardi's casino
- Optimal Strategy for the Vardi Casino with Interest Payments
- Optimal policies for playing variable wager HI-LO
- On Optimality of Bold Play for Discounted Dubins-Savage Gambling Problems with Limited Playing Times
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