Implementation of the gamblers ruin
In our case a man walks into a casino with $500 cash.
He decides to play roulette at a table where the minimum bet is $50.
His policy function is defined as follows:
If I have more than my initial amount, I will place the minimum bet.
If I have less than my minimum amount I will bet enough so that I will have $550 dollars if I win.If his cash on hand reaches $0 he goes bankrupt and is done.
If his cash on hand reaches $1000 he leaves the casino.
We will answer several questions about this environment:
What is the probability of him going bankrupt after n rounds?
What is the probability of him leaving the casino with $1000 after n rounds?
What is the expected value of his cash on hand after n rounds?
pip install -r requirements.txt
To run in normal mode with no debugging run the following code in your console
streamlit run src/main.py
To run with the debugger use the Python: Strealmit Debug launch configuration while the file src/main.py is open.