Optimal Exit Time from Casino Gambling: Strategies of Precommitted and Naive Gamblers
Author(s) -
Xue Dong He,
Sang Hu,
Jan Obłój,
Xun Yu Zhou
Publication year - 2019
Publication title -
siam journal on control and optimization
Language(s) - English
Resource type - Journals
eISSN - 1095-7138
pISSN - 0363-0129
DOI - 10.1137/18m1174738
Subject(s) - weighting , prospect theory , cumulative prospect theory , piecewise , strategy , mathematics , mathematical economics , expected utility hypothesis , game theory , economics , microeconomics , medicine , mathematical analysis , radiology
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