Betting Against a Bayesian Bookie
研究了一个简单游戏中,贝叶斯下注者对抗贝叶斯庄家的最优策略,并给出了下注者预期收益为正的充要条件。
Abstract For a simple game, the optimal strategy for a Bayesian bettor playing against a Bayesian bookie is found. A necessary and sufficient condition for the bettor's expected winnings to be positive is given.