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Optimal Exit Time from Casino Gambling: Strategies of Precommitted and Naive Gamblers.
Xue Dong He
Sang Hu
Jan Oblój
Xun Yu Zhou
Published in:
SIAM J. Control. Optim. (2019)
Keyphrases
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optimal strategy
dynamic programming
optimal control
data sets
worst case
image processing
decision trees
optimal solution
closed form
game playing
finding optimal