On Optimality of Bold Play for Discounted Dubins-Savage Gambling Problems with Limited Playing Times
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Publication:5443711
DOI10.1239/jap/1175267173zbMath1134.60339OpenAlexW1974654149MaRDI QIDQ5443711
Publication date: 22 February 2008
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1175267173
Applications of game theory (91A80) Stopping times; optimal stopping problems; gambling theory (60G40) Probabilistic games; gambling (91A60)
Related Items (4)
Strong Optimality of Bold Play for Discounted Dubins-Savage Gambling Problems with Time-Dependent Parameters ⋮ Explicit Optimal Strategy for the Vardi Casino with Limited Playing Time ⋮ The Action Gambler and Equal-Sized Wagering ⋮ On Nonoptimality of Bold Play for Subfair Red-And-Black with a Rational-Valued House Limit
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