Публикации
Mazalov, V.V., Ivashko A.A.
Harmonic Numbers in Gambler's Ruin Problem
// Mathematical Optimization Theory and Operations Research. MOTOR 2023. Lecture Notes in Computer Science, vol 13930. Springer, Cham, 2023. Pp. 278-287
Ключевые слова: Random walk, Gambler’s ruin problem, Ruin probability, Reflection principle
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.
Индексируется в Web of Science, Scopus, РИНЦ
Последние изменения: 25 июля 2023