本文探讨了一个概率论中的游戏问题：连续掷骰子最多三次，每次可以拿走显示的金额或者继续投掷。通过数学分析得出在不同投掷次数下预期的赢利，并使用动态规划思想来解决此问题。
Q1
Question:
Suppose we play a game. I roll a die up to three times. Each time I roll, you can either take the number showing as dollars, of roll again. What is your expected winnings?
Solution:
Let random variable X k X_k Xk be the winnings for rolling a die up to k times.
The key is to formulate the following strategy: after rolling a dice, if the number showing is greater than the expected winnings of rollings the rest of the times, you should take the money. Expressing this with math:
E [ X k ] = E [ max E[X_k] = E [ \max E[Xk]=E[max (number for this toss, E [ X k − 1
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