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5909概率中等数值题medium

Bold Play to a Quadrupling Goal

题目

You have $2\$2 and want to reach $8\$8 on an even-money game you win with probability p=0.4p=0.4. You use bold play: each round you stake the most that keeps you from overshooting the goal, i.e. min(current wealth, 8current wealth)\min(\text{current wealth},\ 8-\text{current wealth}). What is the probability bold play reaches the $8\$8 goal?

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