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Model for short-stack all-ins
This is another [0,1] game, and one I have been unable to solve in all but the very simplest case. If we can solve it, it would no doubt also be worth discussing the limitations of the model itself, but the game is this (the intended application should be fairly obvious):
n players, all with stacks of $10. Player A0 is to the left of the button and posts a blind bet of $1. A1, etc. then can move in as first to act, call an all-in or fold. Unless I'm missing something here, a general solution for n players is going to be hopelessly complicated, and I have my doubts as to how far we can go with n and still get any solution at all. Just to give you an idea: For n=2, I have a solution. Already on n=3, I'm stumped. I'll post my solution for n=2 as well as one possible simplified version of the 3-player problem. Hopefully someone can come up with some simplification(s) that will make this thing doable. I do think it would be a really interesting model for study if anyone here can help me solve it! |
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