More doubling cribbage

Source: Inspired by Math Puzzle of the Week blog
Brendan and Adam are playing lots more games of high stakes cribbage: whoever loses each game must double the other players money. For example, if Brendan has £3 and Adam has £4 then Brendan wins, they will have £6 and £1 respectively.
In each game, the player who has the least money wins.
Brendan and Adam notice that for some amounts of starting money, the games end with one player having all the money; but for other amounts, the games continue forever.
For which amounts of starting money will the games end with one player having all the money?

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