Maximizing the variance of the time to ruin in a multiplayer game with selection (Q5740705)
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scientific article; zbMATH DE number 6607002
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximizing the variance of the time to ruin in a multiplayer game with selection |
scientific article; zbMATH DE number 6607002 |
Statements
Maximizing the variance of the time to ruin in a multiplayer game with selection (English)
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27 July 2016
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multiplayer game
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gambler's ruin
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martingale
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dynamic programming
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stochastic control
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