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Inform friends, do not inform enemies

URI
https://arbor.bfh.ch/handle/arbor/45080
Version
Published
Identifiers
10.1093/imamci/dnt021
Date Issued
2014-09
Author(s)
Kurpisz, Adam Andrzej  
Morayne, M.
Type
Article
Language
English
Subjects

random walk

stopping time

information theory

Abstract
A random walk that carries information starts at 0 and moves inside the set of integers ℤ. When the random walk reaches a new point this point obtains the information. A given set Vf containing 0 is considered to be the set of friendly stations and its complement Vh=ℤ\Vf is considered to be the set of hostile stations. An observer who knows the partition of ℤ into Vf and Vh obtains a signal only if a new station is informed. There are two kinds of signal: from friendly stations and from hostile ones. This is the whole knowledge about the random walk the observer possesses. Thus, the observer's time is measured by the number of informed stations. The observer can stop the walk at a newly informed point and wins n if there have been n friendly stations informed and no hostile one or wins 0 if at least one hostile station has been informed. We consider two models one with Vf={−m+1,−m+2,…, m−2,m−1} and one with Vf={0,1,2,…} for which we find the observer's optimal stopping time maximizing the expected value of the win.
DOI
https://doi.org/10.24451/dspace/11792
Publisher DOI
10.1093/imamci/dnt021
Journal
IMA Journal of Mathematical Control and Information
ISSN
0265-0754
Publisher URL
https://academic.oup.com/imamci/article/31/3/435/656370
Organization
Wirtschaft  
Volume
31
Issue
3
Publisher
Oxford University Press
Submitter
Kurpisz, Adam Andrzej
Citation apa
Kurpisz, A. A., & Morayne, M. (2014). Inform friends, do not inform enemies. In IMA Journal of Mathematical Control and Information (Vol. 31, Issue 3). Oxford University Press. https://doi.org/10.24451/dspace/11792
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