Technical Note—An Application of Martingale Methods to Conflict Models | Zendy

R. K. Watson | Zendy

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Technical Note—An Application of Martingale Methods to Conflict Models

Author(s) -

R. K. Watson

Publication year - 1976

Publication title -

operations research

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 3.797

H-Index - 140

eISSN - 1526-5463

pISSN - 0030-364X

DOI - 10.1287/opre.24.2.380

Subject(s) - martingale (probability theory) , mathematics , mathematical economics , central limit theorem , econometrics , calculus (dental) , statistics , medicine , dentistry

We consider a model of a conflict between two forces in which members of each force are killed at a rate proportional to the number of surviving members of the other force. By constructing a martingale and applying the martingale central limit theorem, we are able to obtain approximations for the probability of winning and the distribution of the number of survivors. We note that the method can be extended to more general conflict models.

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