% Function encapsulating the loop to simulate bets.
%
% At each time instant t, player bets $b and wins with probability p. If
% she wins she receives a payoff of $b. Player starts with wealth w(0) and
% plays until his wealth is depleted. To avoid infinite loops we also add
% a restriction max_t times on the number of bets placed.
%
% The function returns a vector w with the history of the bets and a scalar
% t with the number of bets placed. If the player didn't go bankrupt,
% t = max_t.
function [w, t, h] = ssas_gambling(w_0, b, p, max_t)
t = 1; % Time index.
h = 0; %Boolean to indicate bankruptcy
w(t) = w_0;
while ( (w(t)>0) && (t