Starting with gram of gold you play a game. Each round you bet a certain amount of your gold: if you have grams you can bet grams for any . You then toss an unfair coin: with a probability of you double your bet (so you now have ), otherwise you lose your bet (so you now have ).
Choosing your bets to maximize your probability of having at least a trillion () grams of gold after rounds, what is the probability that you become a trillionaire?
All computations are assumed to be exact (no rounding), but give your answer rounded to digits behind the decimal point.
Write-up coming later
The complete problem is available here. An approach, code, and answer will be added later.