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Geometric Convergence of Algorithms in Gambling Theory

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Publication:2757550
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DOI10.1287/MOOR.23.3.568zbMath0981.60046OpenAlexW2151553980MaRDI QIDQ2757550

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Publication date: 26 November 2001

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/moor.23.3.568


zbMATH Keywords

gambling theoryleavable gambling problemnonleavable gambling problem


Mathematics Subject Classification ID

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


Related Items (1)

On Optimality of Bold Play for Primitive Casinos in the Presence of Inflation







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