Optimal nonmyopic gambling strategy for the generalized Kelly criterion

DOI<639::AID-NAV3>3.0.CO;2-D 10.1002/(SICI)1520-6750(199710)44:7<639::AID-NAV3>3.0.CO;2-DzbMath0887.90176OpenAlexW1979285776MaRDI QIDQ4363418

Mahmut Parlar, Sıla Çetinkaya

Publication date: 6 November 1997

Full work available at URL: https://doi.org/10.1002/(sici)1520-6750(199710)44:7<639::aid-nav3>3.0.co;2-d

zbMATH Keywords

stochastic dynamic programminggamblingnonmyopic optimal policyoptimal wagersutility of terminal wealth

Mathematics Subject Classification ID

Stochastic programming (90C15) Dynamic programming (90C39)

Related Items (1)

The Action Gambler and Equal-Sized Wagering

This page was built for publication: Optimal nonmyopic gambling strategy for the generalized Kelly criterion