Further insight into the structure of bold and timid policies

DOI10.2307/1427142zbMath0564.90109OpenAlexW4231158932MaRDI QIDQ3679008

Michael N. Katehakis, Pravin K. Johri

Publication date: 1985

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

Full work available at URL: https://doi.org/10.2307/1427142

zbMATH Keywords

gamblingoptimal policyroulettemultiple bets

Mathematics Subject Classification ID

Game theory (91A99) Dynamic programming (90C39)

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