The Strategy
¥RonÕs expected winnings are:
E = pqa + p(1-q)b +(1-p)qc + (1-p)(1-q)d
Since e << 1, q = e, 1-q Å 1
E Å pea + pb + (1-p)ec + (1-p)d
¥Now substitute in the values of a, b, c, d, using N instead of infinity:
E Å peN p (1-p)eN + (1-p)