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"Optimal Exit Time from Casino Gambling: Strategies of Precommitted and ..."

Xue Dong He et al. (2019)

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DOI: 10.1137/18M1174738

access: closed

type: Journal Article

metadata version: 2020-07-09

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  - https://dblp.org/rec/journals/siamco/HeHOZ19
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. Optim. 57(3): 1845-1868 (2019)

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