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政大典藏 > College of Commerce > Department of Statistics > Periodical Articles > Item 140.119/29044

Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/29044

Title:	Explicit optimal strategy for the Vardi casino with limited playing time
Authors:	姚怡慶 Yao, Yi-Ching
Keywords:	Gambling theory;bold play;primitive casino;finite horizon
Date:	2007-03
Issue Date:	2009-06-01 21:30:08 (UTC+8)
Abstract:	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.
Relation:	Journal of Applied Probability,44,831-837
Data Type:	article
DOI link:	http://dx.doi.org/10.1239/jap/1189717548
DOI:	10.1239/jap/1189717548
Appears in Collections:	[Department of Statistics] Periodical Articles

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