Ambushing Random Walks I: Finite Models

Published Online:https://doi.org/10.1287/opre.24.2.314

We consider a two-person competitive problem in which one player (blue) wishes to move across a rectangular lattice in such a way as to avoid being ambushed by his opponent (red), who has placed obstacles in blue's path. Under some conditions, optimal strategies for blue and red are obtained and the value of the game is computed.

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