Discounted and rapid subfair red-and-black

DOI10.1214/aos/1176343896zbMath0379.60044OpenAlexW2023397029MaRDI QIDQ1247110

Stuart Klugman

Publication date: 1977

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176343896

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Game theory (91Axx)

Related Items (9)

Generalizations of bold play in red and black. ⋮ A bold strategy is not always optimal in the presence of inflation ⋮ On Optimality of Bold Play for Primitive Casinos in the Presence of Inflation ⋮ Strong Optimality of Bold Play for Discounted Dubins-Savage Gambling Problems with Time-Dependent Parameters ⋮ Improving on bold play when the gambler is restricted ⋮ Subfair ?Red-and-Black? in the presence of inflation ⋮ Optimal Strategy for the Vardi Casino with Interest Payments ⋮ On Optimality of Bold Play for Discounted Dubins-Savage Gambling Problems with Limited Playing Times ⋮ On discounted subfair primitive casino

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