Optimal Strategy for the Vardi Casino with Interest Payments
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Publication:5443710
DOI10.1239/JAP/1175267172zbMath1133.60320OpenAlexW2122692026MaRDI QIDQ5443710
Lawrence A. Shepp, Ilie Grigorescu, Robert W. Chen
Publication date: 22 February 2008
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1175267172
Stopping times; optimal stopping problems; gambling theory (60G40) Probabilistic games; gambling (91A60)
Related Items (4)
Exercising control when confronted by a (Brownian) spider ⋮ Strong Optimality of Bold Play for Discounted Dubins-Savage Gambling Problems with Time-Dependent Parameters ⋮ Explicit Optimal Strategy for the Vardi Casino with Limited Playing Time ⋮ Maximizing the discounted survival probability in Vardi's casino
Cites Work
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- Discounted and rapid subfair red-and-black
- Subfair primitive casino with a discount factor
- Subfair ?Red-and-Black? in the presence of inflation
- A bold strategy is not always optimal in the presence of inflation
- On Optimality of Bold Play for Primitive Casinos in the Presence of Inflation
- Subfair Red-and-Black with a Limit
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