Trillionaire (noch nicht übersetzt)
Problem 765
Starting with 1 gram of gold you play a game. Each round you bet a certain amount of your gold: if you have x grams you can bet b grams for any 0≤b≤x. You then toss an unfair coin: with a probability of 0.6 you double your bet (so you now have x+b), otherwise you lose your bet (so you now have x−b).
Choosing your bets to maximize your probability of having at least a trillion (1012) grams of gold after 1000 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 10 digits behind the decimal point.