On the Mabinogion urn model

David Stenlund

    Research output: Contribution to journalArticleScientificpeer-review

    1 Citation (Scopus)


    In this paper we discuss the Mabinogion urn model introduced by Williams (1991). Therein he describes an optimal control problem where the objective is to maximize the expected final number of objects of one kind in the Mabinogion urn model. Our main contribution is formulae for the expected time to absorption and its asymptotic behaviour in the optimally controlled process. We also present results for the noncontrolled Mabinogion urn process and briefly analyze other strategies that become superior if a certain discount factor is included. 

    Original languageUndefined/Unknown
    Pages (from-to)327–346
    JournalAdvances in Applied Probability
    Issue number2
    Publication statusPublished - 2018
    MoE publication typeA1 Journal article-refereed


    • Theory of optimal control
    • Urn models
    • Binomial identities
    • Markov chains
    • Hypergeometric functions

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