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  2. Optimization and Control · Course Blog

    https://www.statslab.cam.ac.uk/~rrw1/oc/blog.html
    16 Mar 2012: I have recently written a research paper about the problem in Question 11. ... In Section 4.3 (optimal gambling) we saw that timid play is optimal in the gambling problem when the game is favorable to the gambler (p>=0.5).

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