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takes place, and as a result of the k-step process a total win of system N can be
described by the equation:
Q k ¼ Q k u 0 ;
½
u 1 ; ... ;
u k 1 ; m 0 ; m 1 ; ... ; m k 1 ;
M a ð 0 Þ;
M b ð 0 Þ
¼ X
k 1
f
m a ð n Þ p 1 ½N Ra ð n Þ m b ð n Þ p 2 ½N Rb ð n Þ
g
ð 10
:
20 Þ
n¼0
There are several methods with the aid of which an analysis can be made of this
k-step process. One can consider this k-step game as a one-step game, in which case
system H must select simultaneously a plurality of the vector {u 0 ,u 1 ,
,u k-1 }, and
system N, a plurality of the vector {v 0 ,v 1 ,
,v k-1 }, where the selection of u k and v k
depends on the previous values obtained according to Eq. ( 10.14 ).
For a solution of this quite complex problem, it is suggested to substitute for it a
similar problem of multi-step optimization. The values of this game can be
expressed as:
Z Q k dF ð v 0 ;
V k ¼ max
F
mi G f
v 1 ; ... ;
v k 1 Þ dG ð u 0 ;
u 1 ; ... ;
u k 1 Þg ¼ mi G ma F f ... g
ð 10
:
21 Þ
where, the distribution functions F and G are determined on the boundaries of the
complex form:
0 v 0 M b ð 0 Þ
0 u 0 M a ð 0 Þ
0 v 1 M b ð 1 Þ
0 u 1 M a ð 1 Þ
...
...
0 v k 1 M b ð k 1 Þ
0 u k 1 M a ð k 1 Þ
ð 10
:
22 Þ
By utilizing the optimality principle and taking into account the dependence
V k =V k [M a (0), M b (0)], we obtain the following functional equation:
V n þ 1 ½M a ð 0 Þ; M b ð 0 Þ
ZZ
f R ð u
;
v Þþ n ½M a ð n 1 Þ;
M b ð n 1 Þg dF ðmÞ dG ð u Þ ¼ mi G ma F ½ :::
¼ max
F
mi G ½
0 u M a ð n 1 Þ
0 v M b ð n 1 Þ
ð 10
:
23 Þ
where
ZZ
V 1 ½M a ð 0 Þ;
M b ð 0 Þ ¼ max
F
mi G ½
R ð u
;
v Þ dF ð v Þ dG ð u Þ ¼ mi G ma F ½ ...
0 u M a ð 0 Þ
0 v M b ð 0 Þ
ð 10
:
24 Þ
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