Journal of the Operations Research Society of Japan
Online ISSN : 2188-8299
Print ISSN : 0453-4514
ISSN-L : 0453-4514
NOTE : A TIME-SEQUENTIAL GAME FOR SUMS OF RANDOM VARIABLES
Minoru Sakaguchi
Author information
JOURNAL FREE ACCESS

1980 Volume 23 Issue 1 Pages 81-90

Details
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.
Content from these authors
© 1980 The Operations Research Society of Japan
Previous article Next article
feedback
Top