Discrete Red-and-Black with Fortune-Dependent Win Probabilities

DOI10.1017/S0269964800005295zbMath0991.91017OpenAlexW2113692922MaRDI QIDQ4950724

Lester E. Dubins

Publication date: 12 December 2000

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0269964800005295

zbMATH Keywords

win probabilityred-and-blackfinite-fortune

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Probabilistic games; gambling (91A60)

Related Items (3)

Improving on bold play when the gambler is restricted ⋮ Two-person red-and-black with bet-dependent win probabilities ⋮ On Optimality of Bold Play for Discounted Dubins-Savage Gambling Problems with Limited Playing Times

Cites Work

• Dynamic programming and gambling models
• First Passage and Recurrence Distributions
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