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]

Authors

Xue Dong He

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Sang Hu

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Jan Oblój

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Xun Yu Zhou

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