A finite exact algorithm to solve a dice game

DOI10.1017/jpr.2015.11zbMath1346.90800arXiv1405.7488OpenAlexW2294492610MaRDI QIDQ2804415

Ernesto Mordecki, Fabián Crocce

Publication date: 29 April 2016

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1405.7488

zbMATH Keywords

optimal controldice gameMarkov control processfinite exact algorithm

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Markov and semi-Markov decision processes (90C40)

Cites Work

• Optimal stopping for a diffusion with jumps
• Markov control process with the expected total cost criterion: Optimality, stability, and transient models
• Optimal strategy in a dice game
• A REAL-WORLD STOCHASTIC TWO-PERSON GAME
• Optimal Stopping in a Dice Game
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