一类带ruin的重复对策的概率解

Probability Solution to a Special Kind of Repeated Games with Ruin

本文提出了一类特殊的带ruin(或导致毁灭)的重复对策模型,运用概率和差分方程的方法求解出局中人被ruin的概率和ruintime的数学期望值,并进行了一些有意义的讨论。

In this paper we give and study a model of repeated games with ruin of a special kind. By using probability and variational equation we find out the ruin probabilities of players and expectation of ruintime. And we also condude some useful points on how to play the repeated games with ruin.