Imibare ya Ruleti · Ishirwa mu ngiro · iminota 8

Ingingo ya Kelly na Ruleti

Igipimo ca Kelly kibwira umutezi afise inyungu amahera akwiye gutega. Kuri ruleti gitanga inyishu itomoye: nta na kimwe.

Inyishu ngufi

Amahera y'itego ya Kelly = inyungu / igipimo c'iriha. Iyo inyungu iri munsi ya zeru, iyo formule itanga igice kiri munsi ya zeru, bisobanura ngo ntutege. Ico gipimo kiracafasha gutahura igituma abakinyi bakoresha ukubogama kw'uruziga bategeye ukwo bategeye, n'igituma abandi bose bakwiye kugera amatego ku ngengo y'amahera yabo.

igice ca Kelly
f* = (bp − q) / b
ku gitukura
(1 × 18/37 − 19/37) / 1 = −1/37
ico bisobanura
ntutege na gato
ku kazu gafata 1/30
≈ +0,6% vy'amahera yo gukinisha

Igipimo

John Kelly (1956) yabajije ukuntu umutezi azi inyungu afise yokwiye kugera amatego yiwe kugira ngo amahera yo gukinishaamaheraAmahera yo gukinishaAmahera yose yashizwe ku ruhande yo gukina. Gucunga amahera yo gukinisha ni uguhitamwo ayo ushobora gushira mu kaga kuri buri tego no kuri buri gihe c'ugukina.Soma vyose → akure cane mu gihe kirekire. Inyishu, ku itego riha b kuri 1 rifise ugushobokaimibareUgushobokaUgushoboka kw'ivyavuyemwo, kuva kuri 0 gushika kuri 1 canke 0% gushika 100%. Inomero imwe: 1/37 = 2,70%.Soma vyose → p kwo gutsinda n'ugushoboka q = 1 − p kwo gutsindwa, ni ugutega igice f* = (bp − q) / b c'amahera yo gukinisha. Iyo f* iri hejuru ya zeru, tega ico gice; iyo ari zeru canke munsi ya zeru, ntutege. Kelly yakora muri Bell Labs, kandi inyandiko yiwe, “A new interpretation of information rate”, yashize ico kibazo mu nyigisho ya Claude Shannon yerekeye amakuru: umutezi aronka inama biciye ku murongo urimwo urwamo, ku giciro kitabogamye, ashobora gukuza amahera yo gukinisha ku rugero rutarenga urw'amakuru uwo murongo utwara. Mu 1961, Leo Breiman yaremeje ko gutega kwa Kelly, mu gihe kirekire, guheza imbere y'ingendo yose itandukanye na yo, kandi gushika ku ntumbero yashinzwe mu gihe kigufi cane.

Umutezi yumva inama biciye ku murongo urimwo urwamo agatega igice c'amahera yiwe yo gukinisha.

Gutega kwa Kelly muri ruleti

Ku gitukuraitegoGitukuraItego rya rimwe kuri rimwe ku nomero 18 zitukura. Mu gifaransa: rouge.Soma vyose →: b = 1, p = 18/37, q = 19/37; f* = (18/37 − 19/37)/1 = −1/37. Kuri straight upitegoStraight upInomero imwe gusa, iriha 35:1.Soma vyose →: b = 35, p = 1/37, q = 36/37; f* = (35/37 − 36/37)/35 = −1/1295. Itego risanzwe ryose ritanga igice ca Kelly kiri munsi ya zeru, kubera ko itego ryose rifise inyungu iri munsi ya zeru, kandi amahera y'itego meza kuruta ayandi mu gukuza ni zeru. Gutega kwa Kelly kuri ruleti ni uburyo bw'imibare bwo kuvuga ivyo urupapuro rw'inyungu ya kazino ruvuga: nta rugero na rumwe rw'itego rufise agaciro kitezwe kari munsi ya zeru rukuza amahera yo gukinisha.

itegobpf* = (bp − q)/bico bisobanura
gitukura, ruleti y'i Buraya118/37−0,027ntutege
gitukura, la partage118/37 (+½ kuri zeru)−0,0135ntutege
straight up351/37−0,00077ntutege
straight up ku kazu gafata 1/30 (uruziga rubogamye)351/30+0,0057tega 0,57% vy'amahera yo gukinisha
straight up ku kazu gafata 1/25351/25+0,0126tega 1,26% vy'amahera yo gukinisha

Aho Kelly yakoreshejwe koko

Abakinyi bakoresha ukubogama kw'uruziga bari bafise inyungu n'ikibazo co kugera amatego. Jagger, umuryango wa García-Pelayo n'Eudaemons bose bategerezwa guhitamwo amahera bategera ku nyungu bapimye, kandi gutega bike gutakaza inyungu mu gihe gutega vyinshi bishobora kugusahura imbere y'uko inyungu yigaragaza. Ku kazuibikoreshoAkazuKimwe mu bibanza 37 bifise inomero kuri rotor. Kandi bita: slot, cup.Soma vyose → gafata incuro 1 kuri 30, Kelly avuga 0,57% vy'amahera yo gukinisha kuri buri kuzunguruka kuri iyo nomero: ufise $10.000, hafi $57 ku kuzunguruka, ku iyongerekana risanzwe rya hafi 0,054% ku kuzunguruka, canke ×1,7 mu kuzunguruka 1.000. Inyungu ku mpuzandengo ikubye kabiri, 0,11% ku kuzunguruka, ariko Kelly arondera amahera yo gukinisha asanzwe, si ayo ku mpuzandengo, ayo imirongo mike y'amahirwe yongeza. Igice ca kabiri ca Kelly ni co gihitamwo gisanzwe mu ngiro kubera ko igereranya ry'inyungu ritizigirwa neza.

Amahera y'itego ya Kelly nka % y'amahera yo gukinisha kuri straight up, ukurikije ingene akazu gafata vy'ukuri%
1/37 (bitabogamye)
0% · ntutege
1/35
0,08%
1/33
0,26%
1/30
0,57%
1/25
1,26%
1/20
2,0%
%
012,0%
N'ukubogama kunini gusaba amatego matoyi: iriha ni rirerire kandi ihindagurika ni rinini.

Abakinyi ba Ruleti Bazwi CaneAbitwa Eudaemons

Ivyisanzwe n'ivyo ku mpuzandengo

Itandukaniro hagati y'amahera yo gukinisha asanzwe n'ayo ku mpuzandengo ni rinini. Fata akazu gafata incuro 1 kuri 25, inyungu ya 44%, igitigiri Thorp atanga ku gikoresho ciwe. Kelly ategako 1,26% vy'amahera yo gukinisha. Inyuma y'ukuzunguruka 1.000, amahera yo gukinisha asanzwe aba yakuze incuro nka 11,5, mu gihe ayo ku mpuzandengo, yongerejwe n'imirongo mike y'amahirwe menshi cane, aba yakuze incuro nka 249. Gutega birenze Kelly vyongereza impuzandengo bikagabanya ivyavuyemwo bisanzwe: ku mahera y'itego akubye kabiri aya Kelly, amahera yo gukinisha asanzwe akuba kabiri gusa, kandi ku ncuro zibiri n'igice z'amahera y'itego ya Kelly, aragabanuka, naho itego ryose rigifise inyungu ya 44%. Gutega bike ntibitwara vyinshi: igice c'amahera y'itego kigumana hafi bitatu vya kane vy'iyongerekana.

amahera y'itego, igice ca Kellyamahera y'itego, % y'amahera yo gukinishaamahera yo gukinisha asanzwe inyuma y'ukuzunguruka 1.000
½0,63%× 6,7
11,26%× 11,5
1½1,89%× 7,4
22,51%× 2,2
2½3,14%× 0,38
33,77%× 0,04
Akazu kamwe gafata incuro 1 kuri 25, kariha 35 kuri 1. Ivyisanzwe bisobanura igitigiri c'agati (médiane), e ishizwe ku gipimo ca 1.000 incuro iyongerekana kuri buri kuzunguruka.

Iyo inyungu ari ikiharuro c'ukwiyumvira

Kelly yiyumvira ko inyungu izwi. Ku meza irigereranywa, kandi iryo gereranya akenshi riba riri hejuru cane. Akarorero ka Epstein, kubakiye kuri 44% ya Thorp, ni inomero yafashe incuro 49 mu kuzunguruka 1.225 kw'uruziga rufise zeruuruzigaZeruAkazu kamwe k'icatsi kibisi kadapfukwa n'itego rya rimwe kuri rimwe, ry'umurwi canke ry'inkingi; ni yo soko y'inyungu ya kazino. Kandi bita: zeru imwe, 0.Soma vyose → zibiri: incuro 1 kuri 25, inyungu ya 44%, amahera y'itego ya Kelly ya 1,26%. Ariko uruziga rutabogamye rufise zeru zibiri rufise inomero 38, kandi iyakunze gufata kuruta izindi muri zo ishika ku ncuro 49 canke zirenga mu kuzunguruka 1.225 hafi incuro imwe kuri icenda. Inomero yakunze gufata cane mu vyanditswe vyose ni yo kandi amahirwe yafashije cane, ku buryo n'akazu kabogamye koko kaboneka mu vyanditswe nk'aho keza kuruta uko kari: umuvumo w'uwatsinze. Nimba ako kazu mu vy'ukuri katabogamye, amahera y'itego ya Kelly ni itego gusa rihomba 5,26% ku mpuzandengo. Inyishu zisanzwe ni ugutega igice ca Kelly no kubandanya guharura gushika inyungu yigaragaje mu vyanditswe bishasha (raba Ukuntu Wamenya Ukubogama kw'Uruziga rwa Ruleti).

Abantu bafise inyungu

Kumenya inyungu si kimwe no kuyikoresha neza. Haghani na Dewey (2016) bahaye abantu 61 $25 umwe umwe ngo bategere ku giceri mu gice c'isaha, bababwira ko kigwa ku mutwe 60% vy'igihe, kandi inyungu ntizirenge $250 (abakinyi bamenya urwo rugero ari uko barushitseko). Kelly avuga ngo tega 20% vy'amahera yo gukinisha ku mutwe incuro zose, kandi abanditsi bagereranya ko amatego angana ya 10–20% yoshika kuri urwo rugero hafi 95% vy'igihe. Abakinyi 21% gusa ni bo bahashitse. 28% barahomvye vyose, 18 muri 61 bateze vyose ku gutera kumwe, hafi kimwe ca gatatu bahereza munsi ya $25 batanguranye, kandi irihaamaheraIrihaIvyo itego ritsinze rizana, bivugwa nka “X kuri 1” hiyongereyeko amahera y'itego asubizwa.Soma vyose → ku mpuzandengo ryari $91. Batanu gusa muri 61 bari barumvise igipimo ca Kelly. Ufise inyungu, urugero rw'amatego ni rwo rutuma uyigumana; utayifise, nko ku ruziga rutabogamye, nta rugero na rumwe rufasha.

Umukinyi umwe ategera vyose ku gutera kumwe mu gihe umubanyi wiwe ategera igice gito.

Ico wokoresha aho kuba ivyo

Utagira inyungu, kugera amatego ni ikibazo c'ingengo y'amahera, si ikibazo c'iyongerekana: amahera y'itego = ayo wemera gukoresha kuri buri kuzunguruka, akuwe ku ngengo y'amahera y'isaha n'umuvuduko w'ameza (urupapuro Gucunga Amahera yo Gukinisha Ruleti). Ico Kelly azanira umukinyi asanzwe ni ukutomoka kw'inyishu yiwe: zeru. Ivyo wese utega birenze zeru ni igiciro co gukina, wihitiyemwo, kitatunganijwe na formule iyo ari yo yose.

Ijambo ku gice ca Kelly no ku “gucunga amahera”

Uburyo bugurishwa nka “Kelly ya ruleti” busaba igice kidahinduka c'amahera yo gukinisha kuri buri tego ni ugutega amahera anganaingendo yo gutegaGutega amahera anganaGutega amahera angana kuri buri kuzunguruka. Ni urugero iyongerekana ryose rigereranywa na rwo.Soma vyose → n'amahera y'itego agenda agabanuka. Butakaza 2,70% vy'igiteranyo c'amategoamaheraIgiteranyo c'amategoIgiteranyo c'amahera yose yateze mu gihe c'ugukina canke mu kiringo, harimwo n'ivyatsinzwe vyongeye gutegwa. Kandi bita: handle, action.Soma vyose → kandi, kubera ko amahera y'itego agabanuka uko uhomba, butuma ugusahurwa kuza buhorobuhoro aho kuba ko kudashoboka. Ni uburyo bubereye bwo gutuma ingengo y'amahera imara igihe; si Kelly, kuko Kelly yovuga ngo hagarara.

Ingendo yo Gutega Amahera Angana muri Ruleti

Ingingo y'imibare

f* = (b·p − q) / b
gitukura: f* = −1/37 · straight up: f* = −1/1295
akazu kabogamye ku rugero r: f* = (35r − (1 − r)) / 35

Ibibazo

Kelly yoba yigera avuga ngo tega kuri ruleti?

Ari uko gusa hari inyungu yapimwe ivuye ku ruziga rubogamyeubushakashatsiUruziga rubogamyeUruziga rufise amakosa y'ivyuma atuma utuzu tumwe dushobora gufata kuruta 1/37. Ni gake, kandi rumenyekana gusa n'ukuzunguruka ibihumbi vyanditswe.Soma vyose → canke ku gikoresho gipima igihe. Si ku ruziga rutabogamye.

Ni kubera iki igice ca kabiri ca Kelly?

Kubera ko igereranya ry'inyungu rifise amakosa, kandi gutega vyinshi bihenda kuruta gutega bike. Igice ca kabiri ca Kelly gitanga bitatu vya kane vy'iyongerekana ku kimwe ca kane c'ihindagurika ry'ivyavuyemwoimibareIhindagurika ry'IvyavuyemwoIgipimo c'ukuntu ivyavuyemwo bikwiragira kure y'agaciro kitezwe. Kinini kuri straight up, gito ku matego ya rimwe kuri rimwe.Soma vyose →.

Kelly ni kimwe no gucunga amahera yo gukinisha?

Oya. Kelly atunganya iyongerekana iyo hari inyungu. Gucunga amahera yo gukinisha bigenzura ugukoresha iyo nta nyungu ihari.

Twinezwe n'Imibare

Banza ubigerageze wewe nyene. Inyishu yose irapfutse; yugurure igihe witeguye.

  1. Igikoresho co guhanura ca Thorp na Shannon catanga inyungu y'umukinyi ya nka 44%. Ku nomero imwe yahanuwe, Kelly avuga ko woteza 1,26% vy'amahera yo gukinishaamaheraAmahera yo gukinishaAmahera yose yashizwe ku ruhande yo gukina. Gucunga amahera yo gukinisha ni uguhitamwo ayo ushobora gushira mu kaga kuri buri tego no kuri buri gihe c'ugukina.Soma vyose →. Bite iyo iyo nyungu nyene ya 44% yoza ku tego rimwe rikwiragijwe ku nomero zitanu zibanyi?

    Erekana inyishu

    Inyishu Ico gihe Kelly avuga 7,1% vy'amahera yo gukinisha, kandi amahera yo gukinisha akura vuba hafi incuro zitandatu: nka miliyoni 1,25 z'incuro mu matego 1.000, ugereranije na nka 11,5.

    Straight upitegoStraight upInomero imwe gusa, iriha 35:1.Soma vyose → ifise inyungu ya 44% itsinda ku gushoboka kwa 0,04, kuko 36 × 0,04 = 1,44. Itego rya Kelly ni inyungu igabanijwe n'igipimo c'iriha: 0,44/35 = 1,26%. Ugukura gusanzwe kuri buri tego ni 0,04 × ln(1 + 35 × 0,0126) + 0,96 × ln(1 − 0,0126) ≈ 0,00244, ku buryo amatego 1.000 agwiza amahera yo gukinisha nka e^2,44 ≈ 11,5.

    Kwiragiza itego rimwe ku nomero zitanu, itego ritsinda ku gushoboka kwa 0,20 kandi riha 36/5 ku 1, ni ukuvuga 6,2 kuri 1: n'ubu ni inyungu ya 44%, kuko 0,2 × 7,2 = 1,44. Itego rya Kelly riba 0,44/6,2 = 7,10%, n'ugukura kuri buri tego 0,01404, nka 5,75 vy'incuro. Mu matego 1.000 ivyo ni e^14,04, nka miliyoni 1,25.

    Inyungu ni imwe; ihindagurika ni rito. Itego ritsinda incuro imwe muri zitanu rirashobora gutwara igice kinini c'amahera yo gukinisha ata ngorane yo gutakaza vyose, kandi ugukura kwa Kelly kurabihemba. Thorp (1984) akoresha ako karorero kugira yerekane igituma abakinyi bahanura bateza ku bice vy'uruzigauruzigaIgice c'uruzigaUrukurikirane rw'utuzu dufatanye ku ruziga, rutandukanye n'umugwi w'inomero ku kibaho c'amatego.Soma vyose →. Mu ngiro, ababanyiitegoAbabanyiInomero imwe n'utuzu tubiri turi ku mpande zayo zompi ku ruziga, amajetoni atanu ya straight up.Soma vyose → batanu bafise inyungu ntoyagatoyi kuruta inomero imwe nziza kuruta izindi (raba Gukina Ushaka Inyungu muri Ruleti).

  2. Umukinyi yabonye utuzuibikoreshoAkazuKimwe mu bibanza 37 bifise inomero kuri rotor. Kandi bita: slot, cup.Soma vyose → tubiri tubanyi, kamwe kamwe gasohoka incuro 1 muri 25 aho kuba 1 muri 37. Yoteza splititegoSplitInomero zibiri zifatanye, iriha 17:1.Soma vyose → hagati yatwo kuri 17 kuri 1, canke inomero imwe imwe ya straight up? Kelly avuga angahe, kandi amahera yo gukinisha akura vuba gute ugereranije n'akazu kamwe nk'ako?

    Erekana inyishu

    Inyishu Nta tandukaniro: 2,59% vy'amahera yo gukinisha kuri split, canke 1,29% kuri buri nomero. Amahera yo gukinisha asanzwe akura nka incuro 155 mu kuzunguruka 1.000, ugereranije n'incuro 11,5 ku kazu kamwe.

    Split itsinda ku gushobokaimibareUgushobokaUgushoboka kw'ivyavuyemwo, kuva kuri 0 gushika kuri 1 canke 0% gushika 100%. Inomero imwe: 1/37 = 2,70%.Soma vyose → kwa 2/25 = 0,08 kandi iriha 17 kuri 1, ku buryo igarura 18 × 0,08 = 1,44 kuri buri giceamaheraIgiceAmahera y'itego y'ishingiro uburyo canke umukinyi akoresha. Iyongerekana ridondorwa mu bice kugira ngo rikore ku meza ayo ari yo yose.Soma vyose → cateze: inyungu ya 44%, ingana n'iy'akazu kamwe kabogamye. Itego rya Kelly ni inyungu igabanijwe n'igipimo c'iriha: 0,44/17 = 2,59%.

    Amatego abiri ya straight up ya 1,29% rimwe rimwe atanga ivyavuyemwo bimwe neza neza. Iyo imwe muri izo nomero isohotse, jetoniamaheraJetoniIkimenyetso gihagararira amahera adahinduka, gishirwa ku kibaho c'amatego kugira ngo utege. Kandi citwa: check.Soma vyose → imwe itsinda 35 kuri 1 iyindi igatakara, ivyavuyemwo nyakuri ni 34 × 1,29% = 44% vy'amahera yo gukinisha, nk'uko split iriha; iyo nta n'imwe isohotse, zompi zitakara.

    Ugukura kuri buri kuzunguruka ni 0,00505, ugereranije na 0,00244 ku kazu kamwe, ku buryo mu kuzunguruka 1.000 amahera yo gukinisha asanzwe akura e^5,046 ≈ 155 vy'incuro aho kuba e^2,44 ≈ 11,5. Inomero zibiri nziza zifise agaciro karuta kure cane incuro zibiri iy'imwe, ni co gituma abakinyi b'ukubogama bateza imigwi y'inomero. Thorp (1984) akora iryo gereranya nyene.

Agakuru ko gutwenga

Amahera y'itego meza kuruta ayandi mu gukuza muri ruleti ni igitigiri abantu bose basanzwe bazi.

Amahera y'itego meza kuruta ayandi mu gukuza muri ruleti ni igitigiri abantu bose basanzwe bazi.

Aho Twakuye

  1. Kelly, J. L. “A new interpretation of information rate.” Bell System Technical Journal 35(4), 1956.
  2. Breiman, L. “Optimal gambling systems for favorable games.” Fourth Berkeley Symposium on Mathematical Statistics and Probability, vol. 1, 1961.
  3. Thorp, E. O. “Optimal gambling systems for favorable games.” Review of the International Statistical Institute 37(3), 1969.
  4. Thorp, E. O. The Mathematics of Gambling. Gambling Times / Lyle Stuart, 1984.
  5. Epstein, R. A. The Theory of Gambling and Statistical Logic, 2nd ed. Academic Press, 2013.
  6. Taylor, D. G. Games, Gambling, and Probability: An Introduction to Mathematics, 2nd ed. CRC Press, 2021.
  7. Ethier, S. N. The Doctrine of Chances: Probabilistic Aspects of Gambling. Springer, 2010. Igice ca 13, ruleti.
  8. Haghani, V. & Dewey, R. “Rational decision-making under uncertainty: observed betting patterns on a biased coin.” Inyandiko y'ubushakashatsi, Gitugutu 2016; SSRN 2856963, arXiv:1701.01427.
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