Tag Archives: shooting

When should I optimally shoot at my son ? (part 2)

Following my previous post of yesterday, online here, assume now that I do not know if my son came when I turned my back at time, and missed me… Then the payoff function is the one propose by Vincent, i.e.

https://perso.univ-rennes1.fr/arthur.charpentier/latex/duel100.png

In that particular case,

https://perso.univ-rennes1.fr/arthur.charpentier/latex/duel20.png

becomes

https://perso.univ-rennes1.fr/arthur.charpentier/latex/duel101.png

i.e.

https://perso.univ-rennes1.fr/arthur.charpentier/latex/duel102.png

If we draw those functions, on [0,1], the optimal value is solution of https://perso.univ-rennes1.fr/arthur.charpentier/latex/duel103.png

i.e. https://perso.univ-rennes1.fr/arthur.charpentier/latex/duel104.png (we focus only on solutions in [0,1]). Because here the game is symmetric, my son should also shoot at time https://perso.univ-rennes1.fr/arthur.charpentier/latex/duel105.png
Thus, the payoff is then

 https://perso.univ-rennes1.fr/arthur.charpentier/latex/duel106.png

Since we consider here a  zero-sum game, this cannot be a solution of the game. So the game does not have pure strategy solution.

Assume that now I have a mixed strategy, i.e. a distribution of the optimal time to shot. My strategy has distribution https://perso.univ-rennes1.fr/arthur.charpentier/latex/duel110.png, with density https://perso.univ-rennes1.fr/arthur.charpentier/latex/duel111.png (we assume here that the density exists, or we seek only solution that are differentiable). Assume further that there exists https://perso.univ-rennes1.fr/arthur.charpentier/latex/duel112.png>0 such that the support of my optimal shooting time (the time to shoot is now a random variable) is (https://perso.univ-rennes1.fr/arthur.charpentier/latex/duel112.png,1] (or [https://perso.univ-rennes1.fr/arthur.charpentier/latex/duel112.png,1] since we assume that https://perso.univ-rennes1.fr/arthur.charpentier/latex/duel110.png is differentiable). There is a discussion at the end of Vincent’s post where he needs that assumption, at the end. Actually, I think we can make it now, since we can rationally assume that
I will not shot at time 0 (even on a neighborhood of 0 since I have zero chance to hit my son).
The expected payoff function, assuming that my son shoots at time y is

https://perso.univ-rennes1.fr/arthur.charpentier/latex/duel1113.png

Since the zero-sum game is symmetric, again, the expected payoff should be zero. It comes that necessarily,

https://perso.univ-rennes1.fr/arthur.charpentier/latex/duel120.png

if https://perso.univ-rennes1.fr/arthur.charpentier/latex/duel121.png. Hence, if we differentiate (with respect to y), we have

https://perso.univ-rennes1.fr/arthur.charpentier/latex/duel122.png

and if we differentiate one more time, it comes

https://perso.univ-rennes1.fr/arthur.charpentier/latex/duel123.png

i.e. a general solution should be of the form https://perso.univ-rennes1.fr/arthur.charpentier/latex/duel130.png.
Here, we have the same solution as the one considered in Vincent’s blog. His solution is obtained as follows (with slightly different expressions) conditional to https://perso.univ-rennes1.fr/arthur.charpentier/latex/duel03.png, my expected payoff is

https://perso.univ-rennes1.fr/arthur.charpentier/latex/duel140.png

i.e.

https://perso.univ-rennes1.fr/arthur.charpentier/latex/duel131.png

With a simple integration by parts,

https://perso.univ-rennes1.fr/arthur.charpentier/latex/duel132.png

where https://perso.univ-rennes1.fr/arthur.charpentier/latex/duel134.png, i.e.

https://perso.univ-rennes1.fr/arthur.charpentier/latex/duel133.png

Thus,

https://perso.univ-rennes1.fr/arthur.charpentier/latex/duel135.png

So, if we want to be indifferent to https://perso.univ-rennes1.fr/arthur.charpentier/latex/duel03.png‘s strategy, https://perso.univ-rennes1.fr/arthur.charpentier/latex/duel141.png, where

https://perso.univ-rennes1.fr/arthur.charpentier/latex/duel142.png

with https://perso.univ-rennes1.fr/arthur.charpentier/latex/duel143.png,

https://perso.univ-rennes1.fr/arthur.charpentier/latex/duel144.png

Consider solutions https://perso.univ-rennes1.fr/arthur.charpentier/latex/duel150.png, then https://perso.univ-rennes1.fr/arthur.charpentier/latex/duel151.png=1, i.e. either https://perso.univ-rennes1.fr/arthur.charpentier/latex/duel152.png=1 and then https://perso.univ-rennes1.fr/arthur.charpentier/latex/duel153.png is constant, or https://perso.univ-rennes1.fr/arthur.charpentier/latex/duel152.png=-1. This means that https://perso.univ-rennes1.fr/arthur.charpentier/latex/duel154.png is in proportional to https://perso.univ-rennes1.fr/arthur.charpentier/latex/duel155.png.
If we substitute in the equation we had, initially, it comes that

https://perso.univ-rennes1.fr/arthur.charpentier/latex/duel160.png

i.e.

https://perso.univ-rennes1.fr/arthur.charpentier/latex/duel161.png

If we consider https://perso.univ-rennes1.fr/arthur.charpentier/latex/duel03.png=a and https://perso.univ-rennes1.fr/arthur.charpentier/latex/duel03.png=1, it comes that https://perso.univ-rennes1.fr/arthur.charpentier/latex/duel112.png=1/3 while https://perso.univ-rennes1.fr/arthur.charpentier/latex/duel162.png=1/4 (but we don’t really care about that normalizing constant).
It means that we should not start shooting before 1/3 of the tank is fulled. Actually, it makes sense, since

https://perso.univ-rennes1.fr/arthur.charpentier/latex/duel163.png

if https://perso.univ-rennes1.fr/arthur.charpentier/latex/duel03.png<1/3 (while https://perso.univ-rennes1.fr/arthur.charpentier/latex/duel164.png=0 if  https://perso.univ-rennes1.fr/arthur.charpentier/latex/duel03.png>1/3).