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https://github.com/kraftpunk97-zz/gamblers-problem

A dynamic programming solution to the classic gambler's problem introduced in Sutton and Barton's RL book
https://github.com/kraftpunk97-zz/gamblers-problem

dynamic-programming gambler-problem reinforcement-learning-algorithms

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A dynamic programming solution to the classic gambler's problem introduced in Sutton and Barton's RL book

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# gamblers-problem
A dynamic programming solution to the classic gambler's problem introduced in Sutton and Barton's RL book.

Problem statement - The gambler has a stake s between 0 and 100. At each play he wagers an integer <= s. He wins that much with prob p, else he loses that much. If he builds his stake to 100 he wins (thus he never wagers more than (- 100 s)); if his stake falls to 0 he loses.

The solution (Or rather one of the possible solutions. It all boils down to the finer details, like how ties are broken the compiler etc...)