延迟赌徒的毁灭
Delayed Gambler's Ruin
摘要：
我们在这里提出了一个新的扩展模型的赌徒的破产问题，将延迟接收的奖励和支付的罚款。当两个时滞之间存在差异时，破产概率的精确分析是困难的。我们推导出一个近似的计划，以找到一个有效的转移的初始资产的赌徒。通过对计算机模拟的比较，这种近似被证明是工作的两个延迟之间的小差异。
英文摘要：
We present here a new extended model of the gambler's ruin problem by incorporating delays in receiving of rewards and paying of penalties. When there is a difference between two delays, an exact analysis of the ruin probability is difficult. We derive an approximate scheme to find an effective shift in the initial assets of the gambler. Through comparison against computer simulations, this approximation is shown to work for small differences between the two delays.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
