765. Trillionaire

Starting with 1 gram of gold you play a game. Each round you bet a certain amount of your gold: if you have x grams you can bet b grams for any 0bx. You then toss an unfair coin: with a probability of 0.6 you double your bet (so you now have x+b), otherwise you lose your bet (so you now have xb).

Choosing your bets to maximize your probability of having at least a trillion (1012) grams of gold after 1000 rounds, what is the probability that you become a trillionaire?

All computations are assumed to be exact (no rounding), but give your answer rounded to 10 digits behind the decimal point.

765. 万亿富翁

你正在玩一个赌黄金的游戏:游戏开始前你有 1 克黄金。若某轮开始前,你有 x 克黄金,只要 0bx,你就可以拿出 b 克黄金作为该轮的赌注。随后,你将抛掷一枚不公平硬币,此后,你将有 0.6 的概率赢得双倍赌注(故你现有 x+b 克黄金);否则你会失去赌注(故你现有 xb 克黄金)。

合理选取你的赌注,以最大化 1000 轮后,你持有至少一万亿 (1012) 克黄金的概率。这个概率是多少?

过程中的所有计算需保证精确,不要进行舍入。但提交答案时,请将答案四舍五入到小数点后第 10 位。


这个链接 回到源站。

这个链接 回到详细版题目目录。