Abstract
A two-person zero-sum time-sequential game for sums of iid random variables, in which decision for the players at each stage is either to accept or reject sequentially presented r.v.'s, each r.v. is selected only when both players accept it, and each player has a limited number of rejections he can excercise. The algorithm for deriving the optimal strategies is given and a numerical calculation is provided for the case of uniform distribution. The bilateral-game version, in which decisions are made by each side one by one, is also discussed and is shown to possess "reversibility" of the optimal strategies. These results clarify some earlier works in this area.