Yao, Yi-Ching; Chen, May-Ru Strong optimality of bold play for discounted Dubins-Savage gambling problems with time-dependent parameters. (English) Zbl 1144.60031 J. Appl. Probab. 45, No. 2, 403-416 (2008). MSC: 60G40 91A60 PDFBibTeX XMLCite \textit{Y.-C. Yao} and \textit{M.-R. Chen}, J. Appl. Probab. 45, No. 2, 403--416 (2008; Zbl 1144.60031) Full Text: DOI
Grigorescu, Ilie; Chen, Robert; Shepp, Larry Optimal strategy for the Vardi casino with interest payments. (English) Zbl 1133.60320 J. Appl. Probab. 44, No. 1, 199-211 (2007). MSC: 60G40 91A60 PDFBibTeX XMLCite \textit{I. Grigorescu} et al., J. Appl. Probab. 44, No. 1, 199--211 (2007; Zbl 1133.60320) Full Text: DOI
Yao, Yi-Ching explicit optimal strategy for the Vardi casino with limited playing time. (English) Zbl 1146.60041 J. Appl. Probab. 44, No. 3, 831-837 (2007). Reviewer: Krzysztof Szajowski (Wrocław) MSC: 60G40 91A60 91A80 PDFBibTeX XMLCite \textit{Y.-C. Yao}, J. Appl. Probab. 44, No. 3, 831--837 (2007; Zbl 1146.60041) Full Text: DOI