  We provide an algorithm to find the value and an optimal strategy of the
solitaire variant of the Ten Thousand dice game in the framework of Markov
Control Processes. Once an optimal critical threshold is found, the set of
non-stopping states of the game becomes finite, and the solution is found by a
backwards algorithm that gives the values for each one of these states of the
game. The algorithm is finite and exact.The idea to find the critical threshold
comes from the continuous pasting condition used in optimal stopping problems
for continuous-time processes with jumps.
