On Nonoptimality of Bold Play for Subfair Red-And-Black with a Rational-Valued House Limit

DOI10.1239/jap/1231340231zbMath1154.91010OpenAlexW2100618897MaRDI QIDQ5504158

May-Ru Chen, Pei-Shou Chung, S.-R. Hsiau, Yi-Ching Yao

Publication date: 21 January 2009

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

Full work available at URL: https://doi.org/10.1239/jap/1231340231

zbMATH Keywords

optimal strategygambling theorybold playred-and-black

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Probabilistic games; gambling (91A60)

Related Items (1)

Maximizing the discounted survival probability in Vardi's casino

Cites Work

• On Optimality of Bold Play for Discounted Dubins-Savage Gambling Problems with Limited Playing Times
• The Bold Strategy in Presence of House Limit
• Subfair Red-and-Black with a Limit
• Improving on bold play when the gambler is restricted
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