A model for real poker with an upper bound of assets
type: Item
instance of: scholarly article
title: A model for real poker with an upper bound of assets
zbMATH Open document ID: 0573.90102
DOI: 10.1007/BF00938482
author: B. George
published in: Journal of Optimization Theory and Applications
publication date: 1986-01-01T00:00:00Z
review text: This paper considers a continuous model of two-person poker, where the maximal amount of bet B is assumed and the player who acts first chooses the amount of bet in the game. We analyze a model, in which the range of the amount of bet \(\beta\) is a finite interval [0,B], \(0\leq B<+\infty\), to obtain a saddle point of the payoff function as a pair of optimal strategies among mixed strategies. We compare our results with those of \textit{S. Karlin} and \textit{R. Restrepo} [Contrib. Theory of Games, Vol. 3, Ann. Math. Studies 39, 337-363 (1957)] and those of \textit{D. J. Newman} [Oper. Res. 7, 557-560 (1959)].
Mathematics Subject Classification ID: 91A05
zbMATH DE Number: 3916054
zbMATH Keywords: continuous model
zbMATH Keywords: two-person poker
zbMATH Keywords: minimax optimal solutions
zbMATH Keywords: size of bet
zbMATH Keywords: bluffing strategies
MaRDI profile type: MaRDI publication profile
cites work: Q5514145
cites work: Q3245652
cites work: A model for ``real'' poker
full work available at URL: https://doi.org/10.1007/bf00938482
OpenAlex ID: W2065310458
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description: scientific article; zbMATH DE number 3916054