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5914概率中等数值题medium

Red-and-Black Bold Play from Three-Quarters

题目

In red-and-black you bet on an even-money outcome that comes up with probability p=0.4p=0.4, scaling all amounts so the goal is $1\$1. You currently hold $0.75\$0.75 and use bold play: stake min(current, 1current)\min(\text{current},\ 1-\text{current}) each round, trying to reach $1\$1 before reaching $0\$0. What is the probability bold play reaches the goal?

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