A Dynamic Kelly Criterion for Games with a Maximum Payout
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Publication:6598534
DOI10.1080/00029890.2024.2351051zbMATH Open1546.91087MaRDI QIDQ6598534FDOQ6598534
Author name not available (Why is that?), Klaus Volpert, Author name not available (Why is that?)
Publication date: 5 September 2024
Published in: American Mathematical Monthly (Search for Journal in Brave)
Cites Work
- DYNAMIC PROGRAMMING AND A NEW FORMALISM IN THE CALCULUS OF VARIATIONS
- Growth Versus Security in Dynamic Investment Analysis
- Optimal Betting Under Parameter Uncertainty: Improving the Kelly Criterion
- The Kelly Criterion and the Stock Market
- Gambling Under Unknown Probabilities as Proxy for Real World Decisions Under Uncertainty
- Analysis of Kelly betting on finite repeated games
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