Maximizing the variance of the time to ruin in a multiplayer game with selection
type: Item
instance of: scholarly article
title: Maximizing the variance of the time to ruin in a multiplayer game with selection
zbMATH Open document ID: 1347.91078
author: Ilie Grigorescu
author: Yi-Ching Yao
published in: Advances in Applied Probability
publication date: 2016-07-27T00:00:00Z
full work available at URL: http://projecteuclid.org/euclid.aap/1465490765
Mathematics Subject Classification ID: 91A60
Mathematics Subject Classification ID: 60G40
Mathematics Subject Classification ID: 60C05
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 49L20
zbMATH DE Number: 6607002
zbMATH Keywords: multiplayer game
zbMATH Keywords: gambler's ruin
zbMATH Keywords: martingale
zbMATH Keywords: dynamic programming
zbMATH Keywords: stochastic control
MaRDI profile type: Publication
OpenAlex ID: W2409032505
DOI: 10.1017/APR.2016.17
description: scientific article; zbMATH DE number 6607002