Subfair primitive casino with a discount factor

DOI10.1007/BF00535184zbMath0344.90049OpenAlexW2004925035MaRDI QIDQ4113617

Robert W. Chen

Publication date: 1977

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00535184

Mathematics Subject Classification ID

Utility theory (91B16) Decision theory for games (91A35)

Related Items (7)

A bold strategy is not always optimal in the presence of inflation ⋮ Improving on bold play when the gambler is restricted ⋮ Subfair ?Red-and-Black? in the presence of inflation ⋮ Optimal Strategy for the Vardi Casino with Interest Payments ⋮ On Optimality of Bold Play for Discounted Dubins-Savage Gambling Problems with Limited Playing Times ⋮ On discounted subfair primitive casino ⋮ Maximizing the discounted survival probability in Vardi's casino

Cites Work

• Unnamed Item
• Red-and-black with unknown win probability
• Dynamic programming and gambling models
• Subfair discounted red-and-black game with a house limit
• Optimal Stopping When the Future is Discounted
• Subfair Red-and-Black with a Limit

This page was built for publication: Subfair primitive casino with a discount factor