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Maximizing the discounted survival probability in Vardi's casino - MaRDI portal

Maximizing the discounted survival probability in Vardi's casino (Q3108384)

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scientific article
Language Label Description Also known as
English
Maximizing the discounted survival probability in Vardi's casino
scientific article

    Statements

    title
    Maximizing the discounted survival probability in Vardi's casino (English)
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    author
    Ilie Grigorescu
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    Lawrence A. Shepp
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    Robert W. Chen
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    published in
    Stochastics
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    publication date
    3 January 2012
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    zbMATH Keywords
    optimal strategy
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    bold play
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    Vardi casino
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    Identifiers

    Mathematics Subject Classification ID
    91A60
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    62L15
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    60G40
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    zbMATH DE Number
    5994081
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    OpenAlex ID
    W1969589670
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