Abstract
There are n independent Bernoulli random variables with parameters \(p_i\) that are observed sequentially. We consider the following sequential two-person zero-sum game. Two players, A and B, act in turns starting with player A. The game has n stages, at stage k, if \( I_k = 1 \), then the player having the turn can choose either to keep the turn or to pass it to the other player. If the \( I_k = 0 \), then the player with the turn is forced to keep it. The aim of the game is not to have the turn after the last stage: that is, the player having the turn at stage n wins if \(I_n=1\) and, otherwise, he loses. We determine the optimal strategy for the player whose turn it is and establish the necessary and sufficient condition for player A to have a greater probability of winning than player B. We find that, in the case of n Bernoulli random variables with parameters 1 / n, the probability of player A winning is decreasing with n toward its limit \(\frac{1}{2} -\frac{1}{2\,e^2}=0.4323323\ldots \). We also study the game when the parameters are the results of uniform random variables, \(\mathbf {U}[0,1]\).
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Grau Ribas, J.M. A Turn-Based Game Related to the Last-Success-Problem. Dyn Games Appl 10, 836–844 (2020). https://doi.org/10.1007/s13235-019-00342-y
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DOI: https://doi.org/10.1007/s13235-019-00342-y