dc.creator (作者) | 姚怡慶 | zh_TW |
dc.creator (作者) | Yao, Yi-Ching | - |
dc.date (日期) | 2007-03 | - |
dc.date.accessioned | 1-Jun-2009 21:30:08 (UTC+8) | - |
dc.date.available | 1-Jun-2009 21:30:08 (UTC+8) | - |
dc.date.issued (上傳時間) | 1-Jun-2009 21:30:08 (UTC+8) | - |
dc.identifier.uri (URI) | https://nccur.lib.nccu.edu.tw/handle/140.119/29044 | - |
dc.description.abstract (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. | - |
dc.format.extent | 766217 bytes | - |
dc.format.mimetype | application/pdf | - |
dc.language | en | en |
dc.language.iso | en_US | - |
dc.relation (關聯) | Journal of Applied Probability,44,831-837 | en |
dc.subject (關鍵詞) | Gambling theory;bold play;primitive casino;finite horizon | - |
dc.title (題名) | Explicit optimal strategy for the Vardi casino with limited playing time | en |
dc.type (資料類型) | article | en |
dc.identifier.doi (DOI) | 10.1239/jap/1189717548 | en_US |
dc.doi.uri (DOI) | http://dx.doi.org/10.1239/jap/1189717548 | en_US |