An optimal betting strategy for repeated games

DOI10.2307/3213946zbMath0578.90103OpenAlexW2499683379MaRDI QIDQ3701222

Gary Gottlieb

Publication date: 1985

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

Full work available at URL: https://doi.org/10.2307/3213946

zbMATH Keywords

diffusion approximationoptimality criterionbetting strategyexpected exit time of wealthinfinite sequence of wagers

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Multistage and repeated games (91A20)

Related Items (1)

Analysis of Kelly betting on finite repeated games

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