English

Concerning an adversarial version of the Last-Success-Problem

Probability 2019-01-15 v3

Abstract

There are nn independent Bernoulli random variables with parameters pip_i that are observed sequentially. Two players, A and B, act in turns starting with player A. Each player has the possibility on his turn, when Ik=1I_k=1, to choose whether to continue with his turn or to pass his turn on to his opponent for observation of the variable Ik+1I_{k+1}. If Ik=0I_k=0, the player must necessarily to continue with his turn. After observing the last variable, the player whose turn it is wins if In=1I_n=1, and loses otherwise. 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 nn Bernoulli random variables with parameters 1/n1/n, the probability of player A winning is decreasing with nn towards its limit 1212e2=0.4323323...\frac{1}{2} - \frac{1}{2\,e^2}=0.4323323.... We also study the game when the parameters are the results of uniform random variables, U[0,1]\mathbf{U}[0,1]

Keywords

Cite

@article{arxiv.1812.05381,
  title  = {Concerning an adversarial version of the Last-Success-Problem},
  author = {José María Grau Ribas},
  journal= {arXiv preprint arXiv:1812.05381},
  year   = {2019}
}