Wikipedia is a great source of knowledge on the Web. Here is a list of Wikipedia articles that you might consider reading if you want to dig deeper into gambling theory.
Game theory – this is probably the most “classic” piece you need to start with, in any case – following the URLs in this article will lead you down dozens of different paths… but that’s what research is all about, isn’t it? 😉
Gambling and information theory – another fundamental piece to read before you even get started.
Martingale (betting system) – only recommended to gamblers with infinite wealth.
Gambler’s Fallacy – read this before you keep playing roulette obsessively at the Monte Carlo Casino.
Optional stopping theorem – the beauty of mathematics is that it can objectively explain pretty much everything in real life… for example: when to stop!? 🙂
Representativeness heuristic is the term for “making judgments about the probability of an event under uncertainty”, coined by Amos Tversky and Nobel Prize winner Daniel Kahneman.
Von Neumann–Morgenstern utility theorem
Gambling Mathematicians
A short list of the great men who dedicated their lives to mathematics and contributed to gambling theory in one way or another.
John von Neumann – You can call him one of the most influential mathematician of the 20th century, and definitely THE MOST influential contributor to game theory.
