Research output: Contribution to conference › Paper › peer-review
Harmonic Numbers in Gambler’s Ruin Problem. / Mazalov, Vladimir.
2023. 278-287 Paper presented at 22nd International conference on Mathematical Optimization Theory and Operations Research, MOTOR2023, Ekaterinburg, Russian Federation.Research output: Contribution to conference › Paper › peer-review
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TY - CONF
T1 - Harmonic Numbers in Gambler’s Ruin Problem
AU - Mazalov, Vladimir
PY - 2023
Y1 - 2023
N2 - The gambler’s ruin problem is studied. At each of n steps, the probability that the player wins at the next step depends on the win/lose ratio in previous steps. The player’s payoff and the asymptotic formula for large game durations were determined. The numerical results of payoff simulation for different n values are reported.
AB - The gambler’s ruin problem is studied. At each of n steps, the probability that the player wins at the next step depends on the win/lose ratio in previous steps. The player’s payoff and the asymptotic formula for large game durations were determined. The numerical results of payoff simulation for different n values are reported.
U2 - https://doi.org/10.1007/978-3-031-35305-5_19
DO - https://doi.org/10.1007/978-3-031-35305-5_19
M3 - материалы
SP - 278
EP - 287
T2 - 22nd International conference on Mathematical Optimization Theory and Operations Research, MOTOR2023
Y2 - 2 July 2023 through 8 July 2023
ER -
ID: 127753401