Two-person red-and-black games with bet-dependent win probability functions

DOI10.1239/jap/1165505196zbMath1142.91383OpenAlexW2085276527MaRDI QIDQ5441511

May-Ru Chen, S.-R. Hsiau

Publication date: 15 February 2008

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

Full work available at URL: https://doi.org/10.1239/jap/1165505196

Mathematics Subject Classification ID

Linear programming (90C05) 2-person games (91A05) (n)-person games, (n>2) (91A06) Stochastic games, stochastic differential games (91A15) Probabilistic games; gambling (91A60)

Related Items (9)

Strong Optimality of Bold Play for Discounted Dubins-Savage Gambling Problems with Time-Dependent Parameters ⋮ New inequalities for probability functions in the two-person red-and-black game ⋮ 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 ⋮ Explicit Optimal Strategy for the Vardi Casino with Limited Playing Time ⋮ Nonconstant Sum Red-And-Black Games with Bet-Dependent Win Probability Function ⋮ PROPORTIONAL THREE-PERSON RED-AND-BLACK GAMES ⋮ Maximizing the discounted survival probability in Vardi's casino

Cites Work

• Dynamic programming and gambling models
• Two-person red-and-black stochastic games
• Two-person red-and-black with bet-dependent win probabilities
• Unnamed Item
• Unnamed Item

This page was built for publication: Two-person red-and-black games with bet-dependent win probability functions