Different Measures of Win Rate for Optimal Proportional Betting

DOI10.1287/mnsc.30.12.1540zbMath0551.90055OpenAlexW1987392815MaRDI QIDQ3343766

Peter A. Griffin

Publication date: 1984

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/mnsc.30.12.1540

zbMATH Keywords

Kelly criteriongamblingmeasure of win rateoptimal proportional betting

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Operations research and management science (90B99)

Related Items (2)

Optimal Betting Under Parameter Uncertainty: Improving the Kelly Criterion ⋮ In-game betting and the Kelly criterion

This page was built for publication: Different Measures of Win Rate for Optimal Proportional Betting