Notice that if you have a fixed time horizon the situation changes and you can optimize for how large a probability of ruin should you be prepared to ignore.
That’s why I said, in my original comment, “ignoring horizon effects when you know the game will be ending soon” :-).
Notice that if you have a fixed time horizon the situation changes and you can optimize for how large a probability of ruin should you be prepared to ignore.
That’s why I said, in my original comment, “ignoring horizon effects when you know the game will be ending soon” :-).