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War of attrition and random walks. / Mazalov, Vladimir; Ivashko, Anna.

в: Annals of Operations Research, 15.09.2026.

Результаты исследований: Научные публикации в периодических изданиях › статья › Рецензирование

Harvard

Mazalov, V & Ivashko, A 2026, 'War of attrition and random walks', Annals of Operations Research. https://doi.org/10.1007/s10479-026-07415-3

APA

Mazalov, V., & Ivashko, A. (2026). War of attrition and random walks. Annals of Operations Research. https://doi.org/10.1007/s10479-026-07415-3

Vancouver

Mazalov V, Ivashko A. War of attrition and random walks. Annals of Operations Research. 2026 Сент. 15. https://doi.org/10.1007/s10479-026-07415-3

Author

Mazalov, Vladimir ; Ivashko, Anna. / War of attrition and random walks. в: Annals of Operations Research. 2026.

BibTeX

@article{bb70e0d43a8e4350b32405825b3008c5,
title = "War of attrition and random walks",
abstract = "The article presents a game-theoretic model of a multistage game with imperfect information War of Attrition, first investigated by John Maynard Smith, 1974. In this model, players (animals) fight for a resource (territory, sphere of influence, etc.), but are not aware of the adversary{\textquoteright}s real capacity and can evaluate it after each stage of the fight. The fight consists of repeated iterations of one type of interaction. We suggest a model of the adaptive behavior of players based on dynamic programming and an evaluation method based on Bayesian updating. Thereby, we study the properties of non-homogeneous random walks in the space of parameters that represent the current number of the player{\textquoteright}s wins and losses. The optimal rule for stopping the fight is determined for each player. The results of numerical experiments are reported.",
keywords = "Bayesian updating, Equilibrium, Gambler{\textquoteright}s ruin problem, Multistage game, Non-homogeneous random walk, Optimal stopping, War of attrition, β-distribution",
author = "Vladimir Mazalov and Anna Ivashko",
year = "2026",
month = sep,
day = "15",
doi = "10.1007/s10479-026-07415-3",
language = "русский",
journal = "Annals of Operations Research",
issn = "0254-5330",
publisher = "Springer Nature",

}

RIS

TY - JOUR

T1 - War of attrition and random walks

AU - Mazalov, Vladimir

AU - Ivashko, Anna

PY - 2026/9/15

Y1 - 2026/9/15

N2 - The article presents a game-theoretic model of a multistage game with imperfect information War of Attrition, first investigated by John Maynard Smith, 1974. In this model, players (animals) fight for a resource (territory, sphere of influence, etc.), but are not aware of the adversary’s real capacity and can evaluate it after each stage of the fight. The fight consists of repeated iterations of one type of interaction. We suggest a model of the adaptive behavior of players based on dynamic programming and an evaluation method based on Bayesian updating. Thereby, we study the properties of non-homogeneous random walks in the space of parameters that represent the current number of the player’s wins and losses. The optimal rule for stopping the fight is determined for each player. The results of numerical experiments are reported.

AB - The article presents a game-theoretic model of a multistage game with imperfect information War of Attrition, first investigated by John Maynard Smith, 1974. In this model, players (animals) fight for a resource (territory, sphere of influence, etc.), but are not aware of the adversary’s real capacity and can evaluate it after each stage of the fight. The fight consists of repeated iterations of one type of interaction. We suggest a model of the adaptive behavior of players based on dynamic programming and an evaluation method based on Bayesian updating. Thereby, we study the properties of non-homogeneous random walks in the space of parameters that represent the current number of the player’s wins and losses. The optimal rule for stopping the fight is determined for each player. The results of numerical experiments are reported.

KW - Bayesian updating

KW - Equilibrium

KW - Gambler’s ruin problem

KW - Multistage game

KW - Non-homogeneous random walk

KW - Optimal stopping

KW - War of attrition

KW - β-distribution

UR - https://www.mendeley.com/catalogue/de30d042-bdc0-30fd-84be-3e35bc08509d/

U2 - 10.1007/s10479-026-07415-3

DO - 10.1007/s10479-026-07415-3

M3 - статья

JO - Annals of Operations Research

JF - Annals of Operations Research

SN - 0254-5330

ER -

ID: 161146005