Analysis of Kelly betting on finite repeated games

DOI10.1016/J.AMC.2019.125028zbMath1433.91017OpenAlexW3002736612WikidataQ126313304 ScholiaQ126313304MaRDI QIDQ2293940

Hui-Huang Tsai, Chien-Ming Chen, Mu-En Wu, Wei-Ho Chung

Publication date: 5 February 2020

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2019.125028

Mathematics Subject Classification ID

Multistage and repeated games (91A20) Portfolio theory (91G10)

Cites Work

• Statistical physics of vaccination
• Mathematical analysis of investment systems
• Statistical physics of human cooperation
• Making Profit in a Prediction Market
• An optimal betting strategy for repeated games

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