Nonconstant Sum Red-And-Black Games with Bet-Dependent Win Probability Function

DOI10.1239/JAP/1183667420zbMath1211.91058OpenAlexW2165169408MaRDI QIDQ5443750

Laura Pontiggia

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/1183667420

zbMATH Keywords

stochastic gamesred-and-blacknonconstant sum games

Mathematics Subject Classification ID

2-person games (91A05) (n)-person games, (n>2) (91A06) Stochastic games, stochastic differential games (91A15)

Related Items (6)

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 ⋮ PROPORTIONAL THREE-PERSON RED-AND-BLACK GAMES

Cites Work

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• Dynamic programming and gambling models
• Two-person red-and-black with bet-dependent win probabilities
• Two-person red-and-black games with bet-dependent win probability functions

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