Supplementary Materials: Optimal Exit Time from Casino Gambling: Strategies of Pre-Committed and Naive Gamblers
30 Pages Posted: 3 Nov 2015 Last revised: 28 Mar 2019
Date Written: March 22, 2019
This document contains supplementary materials to "Optimal Exit Time from Casino Gambling: Strategies of Pre-committed and Naive Gamblers" by X.D. He, S. Hu, J. Obloj, and X.Y. Zhou.
The paper to which these supplementary materials apply will appear in the SIAM Journal on Control and Optimization and is available at the following URL: http://ssrn.com/abstract=2684043.
Suggested Citation: Suggested Citation