← 返回数学题库
5895概率中等数值题medium

Maximum Growth Rate of a Kelly Bettor

题目

An even-money coin wins with probability p=0.6p=0.6. You bet the growth-optimal (Kelly) fraction every round. Compute the resulting maximum expected log-growth rate per round, and express it in closed form in terms of pp.

解题计时

0:00

提交作答时记录,用于后续平均用时统计。

你的答案

第 1 项

第 2 项