Technical Note—Path-Dependent and Randomized Strategies in Barberis’ Casino Gambling Model

  • Xue Dong He, Sang Hu, Jan Obłój, Xun Yu Zhou
  • Operations Research, November 2016, INFORMS
  • DOI: 10.1287/opre.2016.1545

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http://dx.doi.org/10.1287/opre.2016.1545