MathDB
Fencing, probability of winning

Source: Kürschák 2015, problem 1

October 7, 2016
probabilitycombinatorics

Problem Statement

In fencing, you win a round if you are the first to reach 1515 points. Suppose that when AA plays against BB, at any point during the round, AA scores the next point with probability pp and BB scores the next point with probability q=1pq=1-p. (However, they never can both score a point at the same time.)
Suppose that in this round, AA already has 14k14-k points, and BB has 1414-\ell (where 0k,140\le k,\ell\le 14). By how much will the probability that AA wins the round increase if AA scores the next point?