Dice Reroll

Question

You can roll a 6-sided dice up to 2 times. After the first roll, if you get a number x, you can decide to either to get x dollars or to choose to continue rolling. But once you decide to continue, you forgo the number you just rolled. If you get to the second roll, you’ll just get x dollars if the second number is x and the game stops. What is the game worth and what is your strategy?

Answer

官方解答：

用到了期望平滑公式

我的解答：

记第一次点数为$X_1$，第二次点数为$X_2$（若没掷则为0），最终点数为$X$。设策略为$X_1>a$时stop，否则continue。
P ( X = i ) = P ( X = i , X 1 > a ) + P ( X = i , X 1 ≤ a ) = P ( X 1 = i ∣ X 1 > a ) P ( X 1 > a ) + P ( X 2 = i ∣ X 1 ≤ a ) P ( X 1 ≤ a ) = 1 6 − a × I ( i > a ) × 6 − a 6 + 1 6 × a 6