Preamble
My question is in the context of a dice game called 31. You have 6 dice and the goal is to have the highest score. If you roll 36, you score 6 points. If you roll 35 you score 5 points and so on up until 30, where you break even. At 29 you lose 1 points and so on.
You roll all the dice at once and after each roll you need to keep at least 1 die on the table. So you roll a maximum of 6 times.
Question
If your first roll gives you 6-5-5-x-x-x (where the Xs ≤ 4), what is the probability of getting at least two 5s if you roll five dice (excluding the 6 that you keep). By "at least two 5s" I mean that 5-5-x-x-x is the bottom of the range and 6-6-6-6-6 is the top of the range.
The question could also be worded "On the 2nd roll, do you keep the 5s and roll 3 dice or do you roll them?"
Thanks.
As to add more clarification to the rules of the games, here's a good exemple provided by @Brams28 int the comment
[...]a roll is rolling all the dice you still have left. You have to keep at least one die after each roll, but a single die could potentially be rolled 6 times. Example: I roll 6,5,4,3,2,1 on the first roll. I decide to keep the 6 and the 5 but reroll the 4 others. Now I get 5,2,2,1. I keep the 5 and reroll the other 3. Now I get 6,3,1. I keep the 6 and reroll the last two. I get 5,4. OK, I keep those two (of course!)
Answer
To determine optimal strategy, I'll start from the end.
With the option of keeping/rerolling one die (i.e. the first five are 'locked in') we keep ≥4 and reroll ≤3 because the expected value EV1 of one d6 is 3.5
For the option of keeping/rerolling two dice, we need to determine the EV of two d6 with subsequent reroll. To do this, we look at all possible outcomes of two dice and apply the optimal strategy for rerolling one die.
6+66+56+46+36+26+15+65+55+45+35+25+14+64+54+44+34+24+13+63+53+43+33+23+12+62+52+42+32+22+11+61+51+41+31+21+1
The red numbers are those that we reroll. Replace them with EV1=3.5 and sum each outcome.
1211109.59.59.5111098.58.58.510987.57.57.59.58.57.56.56.56.59.58.57.56.55.55.59.58.57.56.55.54.5
Add all these together and divide by 36 and we get EV2=296.536≈8.236
Now, for optimal strategy we note that keeping a 5 and rerolling the second die ≤3 gives us an EV of 8.5>EV2, so this is good. Also, keeping a 4 and rerolling the second die ≤3 gives us an EV of $7.5
Likewise, we find the optimal strategy for the option of keeping/rerolling three dice by examining all 216 possible outcomes and apply our optimal strategy for two dice to each. The result is EV3≈13.425. Now keeping a 5 and rerolling the other two dice ≤4 gives us 5+EV2=13.236, which is less than EV3 so our optimal strategy is to reroll all three dice unless we have at least two 5s, then we reroll the third die ≤3.
Through simulation, I found EV4>18.8, so optimal strategy would be to reroll all four dice unless we already have 5 5 5 5=20 or 5 5 5 4=19
I also found EV5>24.4, so optimal strategy would be to reroll all five dice unless we have five 5s.
Finally, with optimal strategy throughout, EV6>30.1 for a full round. The creators of this game likely knew this, with a positive score earned only if you exceed this EV.
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