Optimal Gambling Systems for Favorable Games

DOI10.2307/1402118MaRDI QIDQ5585904zbMATH OpenOpenAlexFDO

Authors Edward O. Thorp

Publication date 1969

Published in Revue de l'Institut International de Statistique / Review of the International Statistical Institute (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1402118

zbMATH Keywords

operations research

Cited in

(17)

• How one gambles if one must: Effects of differing return rates on multistage betting decisions
• Simulated annealing algorithm for optimal capital growth
• A counterexample to the \textit{Fortune's formula} investing method
• Economic Darwinism: Who has the best probabilities?
• Subtle price discrimination and surplus extraction under uncertainty
• Choquet-based European option pricing with stochastic (and fixed) strikes
• A computer assisted study of Go on \(M \times N\) boards
• The fundamental theorem of card counting with applications to trente-et-quarante and Baccarat
• Tail risk constraints and maximum entropy
• Doubling-up in craps and other games of chance
• Rational roulette
• Dynamic optimal capital growth of diversified investment
• Online portfolio selection: a survey
• Three person Baccarat
• Dual dominance: how Harry Markowitz and William Ziemba impacted portfolio management
• Information Limits and Attractor Dynamics in Economies of Frontier LLM Agents: A Pre-Registered Test
• Jarzynski-type equalities in gambling: role of information in capital growth

This page was built for publication: Optimal Gambling Systems for Favorable Games

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5585904)