OPTIMAL STRATEGIES FOR A FAIR BETTING GAME

被引:3
作者
KLAWE, MM
机构
[1] Department of Computer Science, University of Toronto, Toronto
关键词
D O I
10.1016/0166-218X(79)90017-9
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
What strategy maximizes the probability of having the real number x as the result (wins-losses) of n bets, given that each bet is between 0 and 1 inclusive, and the probability of winning any given bet is p? More specifically, if x is an integer, is it always optimal to bet 1 until x is obtained and 0 thereafter? These questions are answered for p= 1 2, and some partial results are given for other values of p. The question of uniqueness of optimal strategies for x an integer, and p= 1 2, is also settled. © 1979.
引用
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页码:105 / 115
页数:11
相关论文
共 1 条
  • [1] DUBINS L, 1965, GAMBLE YOU MUST