animatt / Dynamic_programming

Gamblers problem

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Dynamic_programming

Gamblers problem

% You bet a sum of money on a coin flip according to a policy. Your goal is % to eventually win a certain amount of money and learn a policy maximizing % the probability of doing this. You flip a coin whose probability of % landing heads is not necessarily 50% and you may only bet on heads.

Most of implementation is given in ai_gambler.m

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Gamblers problem


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Language:MATLAB 100.0%