Abstract
This paper shows that the optimal betting strategy for a continuous model of backgammon is to double when you have an 80 percent chance of winning. The differences are discussed with the published literature on the real game and the problem of infinite expectations. The optimal strategy for a simulation of the end game is computed by dynamic programming.
Original language | English (US) |
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Pages (from-to) | 1063-1071 |
Number of pages | 9 |
Journal | Operations Research |
Volume | 23 |
Issue number | 6 |
DOIs | |
State | Published - 1975 |
ASJC Scopus subject areas
- Computer Science Applications
- Management Science and Operations Research