When you go into a physical establishment, it may be more difficult to limit your gambling time sessions. However, there are definitely things you can do. For example, you can decide in advance when you want to leave. Set an alarm on your phone and when it goes off, simply walk out the door. This can be easier with friends, when everyone has agreed in advance. Or, indeed, if you go to the casino and then book dinner for a set time afterwards. Another thing you can do is order a taxi to pick you up when you want to leave. Set the time in advance and you simply have to get into the car.