A Generalization of the Classical Kelly Betting Formula to...

IEEE Control Systems Letters 2021 / 4 Vol. 5; Iss. 2

A Generalization of the Classical Kelly Betting Formula to the Case of Temporal Correlation

O'Brien, Joseph D., Burke, Kevin, Burke, Mark E., Barmish, B. Ross
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Volume:
5
Journal:
IEEE Control Systems Letters
DOI:
10.1109/LCSYS.2020.3004029
Date:
April, 2021
File:
PDF, 467 KB
2021
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