How to gamble if you're in a hurry

Evangelos Georgiadis, Doron Zeilberger, Shalosh B. Ekhad

Research output: Contribution to journalArticlepeer-review


The beautiful theory of statistical gambling, started by Dubins and Savage (for subfair games) and continued by Kelly and Breiman (for superfair games), has mostly been studied under the unrealistic assumption that we live in a continuous world, that money is indefinitely divisible and that our life is indefinitely long. Here, we study these fascinating problems from a purely discrete, finitistic and computational viewpoint, using both symbol-crunching and number-crunching (and simulation just for checking purposes).

Original languageEnglish (US)
Pages (from-to)520-526
Number of pages7
JournalJournal of Difference Equations and Applications
Issue number3
StatePublished - Mar 2013

All Science Journal Classification (ASJC) codes

  • Analysis
  • Algebra and Number Theory
  • Applied Mathematics


  • Kelly strategy
  • combinatorics
  • game theory
  • optimal (betting) strategies
  • probability
  • superfair games


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