Optimal Exit Time from Casino Gambling: Strategies of Precommitted and Naive Gamblers

Xue Dong He, Sang Hu, Jan Oblój, Xun Yu Zhou. Optimal Exit Time from Casino Gambling: Strategies of Precommitted and Naive Gamblers. SIAM J. Control and Optimization, 57(3):1845-1868, 2019. [doi]

Abstract

Abstract is missing.