What's the proper protocol for doing this?

I was at The Rivers at Pittsburgh a couple of times over the weekend. Every time they increased the minimum at blackjack or craps, they refused to grandfather in players who were already there. I know that in Vegas, it's customary to allow players who are already there to play at the old minimum; new players have to play the higher stake.

How do most other casinos handle this? I'm wondering if this policy at The Rivers is at all unusual.