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Sequential games

Part of: Decision theory Stochastic processes Special processes

Published online by Cambridge University Press:  14 July 2016

Kyle Siegrist  and
John Steele
Kyle Siegrist*
Affiliation:
University of Alabama in Huntsville
John Steele*
Affiliation:
University of Alabama in Huntsville
*
∗ Postal address: Department of Mathematical Sciences, University of Alabama in Huntsville, Huntsville, AL 35899, USA.
∗ Postal address: Department of Mathematical Sciences, University of Alabama in Huntsville, Huntsville, AL 35899, USA.
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Abstract

We give a general construction of sequential games among multiple players, as well as a construction of the composition of sequential games. We obtain new properties of the optimal class of win-by-k games, including closure under composition and independence between the winner of the game and the number of points played. We obtain new results on the asymptotic efficiency of the n-point, win-by-k games.

Keywords

Sequential gamecompositioncoherenceirrelevant pointindependence propertyefficiencywin-by-k game

MSC classification

Primary: 60K10: Applications (reliability, demand theory, etc.)
Secondary: 62C05: General considerations 60G40: Stopping times; optimal stopping problems; gambling theory

Information

Type
Research Papers
Information
Journal of Applied Probability , Volume 38 , Issue 4 , December 2001 , pp. 1006 - 1017
Copyright
Copyright © by the Applied Probability Trust 2001 

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