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Jun 09'24

Exercise

[math] \newcommand{\NA}{{\rm NA}} \newcommand{\mat}[1]{{\bf#1}} \newcommand{\exref}[1]{\ref{##1}} \newcommand{\secstoprocess}{\all} \newcommand{\NA}{{\rm NA}} \newcommand{\mathds}{\mathbb}[/math]

Three tanks fight a three-way duel. Tank A has

probability 1/2 of destroying the tank at which it fires, tank B has probability 1/3 of destroying the tank at which it fires, and tank C has probability 1/6 of destroying the tank at which it fires. The tanks fire together and each tank fires at the strongest opponent not yet destroyed. Form a Markov chain by taking as states the subsets of the set of tanks. Find [math]\mat{N},~\mat{N}\mat{c}[/math], and [math]\mat{N}\mat{R}[/math], and interpret your results. Hint: Take as states ABC, AC, BC, A, B, C, and none, indicating the tanks that could survive starting in state ABC. You can omit AB because this state cannot be reached from ABC.