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Optimización del retorno en un sistema con incertidumbre: aplicación en un juego de casino
Roccatagliata, Ignacio
Roccatagliata, Ignacio
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Proyecto final de grado
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Abstract
"El objeto de este trabajo es poder demostrar la posibilidad de lograr que el retorno esperado en un jugador jugando a un juego de cartas llamado "siete y medio" resulte positivo. Para ello se utilizan técnicas como las cadenas de Markov, opciones reales, programación dinámica, y un método de manejo de dinero conocido como método Kelly. En el trabajo se muestra como ejemplo cómo una técnica muy aplicada conocida como la martingala resulta equivocada en su hipótesis, justificando aún más el desarrollo de este trabajo".
"The purpose of this work is to demonstrate the possibility of turning the expected return of a player who is playing a game called "siete y medio" into a positive one. In order to achieve it, techniques like Markov chains, real options, dynamic programming and a money management system known as Kelly system were used. In this work a popular method of betting known as martingale is shown as an example, proving it's hypothesis are wrong and justifying the development of this work".
"The purpose of this work is to demonstrate the possibility of turning the expected return of a player who is playing a game called "siete y medio" into a positive one. In order to achieve it, techniques like Markov chains, real options, dynamic programming and a money management system known as Kelly system were used. In this work a popular method of betting known as martingale is shown as an example, proving it's hypothesis are wrong and justifying the development of this work".
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2007
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JUEGOS DE AZAR, PROBABILIDAD, SIMULACION