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https://ah.lib.nccu.edu.tw/handle/140.119/29044| 題名: | Explicit optimal strategy for the Vardi casino with limited playing time | 作者: | 姚怡慶 Yao, Yi-Ching |
關鍵詞: | Gambling theory;bold play;primitive casino;finite horizon | 日期: | Mar-2007 | 上傳時間: | 1-Jun-2009 | 摘要: | The Vardi casino with parameter 0 < c < 1 consists of infinitely many tables indexed by their odds, each of which returns the same (negative) expected winnings -c per dollar. A gambler seeks to maximize the probability of reaching a fixed fortune by gambling repeatedly with suitably chosen stakes and tables (odds). The optimal strategy is derived explicitly subject to the constraint that the gambler is allowed to play only a given finite number of times. Some properties of the optimal strategy are also discussed. | 關聯: | Journal of Applied Probability,44,831-837 | 資料類型: | article | DOI: | http://dx.doi.org/10.1239/jap/1189717548 |
| Appears in Collections: | 期刊論文 |
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| 831837.pdf | 75.93 kB | Adobe PDF2 | View/Open |
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