Markov chain calc E[rounds | A wins]
def game2ExpectedLen(p=6/10, n=10): #state = (A wins, B wins, winner of prev) states = [(a,b,c) for a in range(n) for b in range(n) for c in ([''] if a==0 and b==0 else (['A'] if b==0 else ['A', 'B']) ) ] sToI = {s: i for i,s in enumerate(states)} matN = len(states) qMat = matrix(QQ, matN) rArr = [0]*matN for i1, (a,b,prevWinner) in enumerate(states): #A wins the round score2 = a+(3 if prevWinner=='A' else 2) if score2>=n: rArr[i1] += p else: s2 = (score2, b, 'A') qMat.add_to_entry(i1, sToI[s2], p) #B wins the round score2 = b+(3 if prevWinner=='B' else 2) if score2>=n: pass #only recording the A-win column else: s2 = (a, score2, 'B') qMat.add_to_entry(i1, sToI[s2], 1-p) fundMat = (matrix.identity(matN) - qMat)^(-1) pVec = fundMat*vector(rArr) qMat2 = matrix(QQ, matN) for i1 in range(matN): for i2 in range(matN): qMat2[i1,i2] = qMat[i1,i2]*pVec[i2]/pVec[i1] fundMat2 = (matrix.identity(matN)-qMat2)^(-1) return sum(fundMat2[sToI[(0,0,'')]]) expL = game2ExpectedLen(p=6/10, n=10) print ("E(rounds | A wins) = %s = %f" %(expL, expL) )
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