Improving on bold play when the gambler is restricted

DOI10.1239/jap/1118777173zbMath1138.91361arXivmath/0412362OpenAlexW2066558444MaRDI QIDQ5697586

Jason Ross Schweinsberg

Publication date: 18 October 2005

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

Full work available at URL: https://arxiv.org/abs/math/0412362

zbMATH Keywords

gamblingsupermartingalered-and-blackBold play

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Stopping times; optimal stopping problems; gambling theory (60G40) Probabilistic games; gambling (91A60)

Related Items

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 ⋮ On Optimality of Bold Play for Discounted Dubins-Savage Gambling Problems with Limited Playing Times ⋮ The Action Gambler and Equal-Sized Wagering ⋮ On Nonoptimality of Bold Play for Subfair Red-And-Black with a Rational-Valued House Limit

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