I’m considering the one-hand or two-hand blackjack play problem. Stanford Wong probably considered the covariance on the main game only. I’d like to estimate how much effect the insurance may have on covariance.
I’m considering the one-hand or two-hand blackjack play problem. Stanford Wong probably considered the covariance on the main game only. I’d like to estimate how much effect the insurance may have on covariance.
I’m considering the one-hand or two-hand blackjack play problem. Stanford Wong probably considered the covariance on the main game only. I’d like to estimate how much effect the insurance may have on covariance.
Why? For what purpose?
Don
I actually believe that at very high TCs, players should play two hands a time because insurance has a higher contribution to the overall EV. By the way, I've investigated the variance component as a function of TC and found that the variance of insurance slightly increases as TC goes up. I just want to verify with you.
You should always play two optimal hands, unless you're alone at the table; then it doesn't matter.
Don
