A dynamic programming solution to the classic gambler's problem introduced in Sutton and Barton's RL book.
Problem statement - The gambler has a stake s between 0 and 100. At each play he wagers an integer <= s. He wins that much with prob p, else he loses that much. If he builds his stake to 100 he wins (thus he never wagers more than (- 100 s)); if his stake falls to 0 he loses.
The solution (Or rather one of the possible solutions. It all boils down to the finer details, like how ties are broken the compiler etc...)
