Continuous Blackjack (i): Introduction and First Results

Analytical and numerical perspectives of the problem of Continuous Blackjack

Introduction

This is the first of several posts where we will analyze the problem of playing continuous blackjack. In particular, we want to extend the work of Henry Charlesworth and Mu Zhao to other distributions. In this first post, we will reproduce the existing results and propose a way to extend them to other distributions. Then, we will analyze the case of the uniform …

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