Optimal Control of Favorable Games with a Time Limit
نویسندگان
چکیده
منابع مشابه
Optimal Gambling Systems for Favorable Games
Assume that we are hardened and unscrupulous types with an infinitely wealthy friend. We induce him to match any bet we wish to make on the event that a coin biased in our favor will turn up heads. That is, at every toss we have probability p > 1/2 of doubling the amount of our bet. If we are clever, as well as unscrupulous, we soon begin to worry about how much of our available fortune to bet ...
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ژورنال
عنوان ژورنال: SIAM Journal on Control and Optimization
سال: 1993
ISSN: 0363-0129,1095-7138
DOI: 10.1137/0331005