<?xml version="1.0" encoding="UTF-8"?><!DOCTYPE article  PUBLIC "-//NLM//DTD Journal Publishing DTD v3.0 20080202//EN" "http://dtd.nlm.nih.gov/publishing/3.0/journalpublishing3.dtd"><article xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink" dtd-version="3.0" xml:lang="en" article-type="research article"><front><journal-meta><journal-id journal-id-type="publisher-id">AM</journal-id><journal-title-group><journal-title>Applied Mathematics</journal-title></journal-title-group><issn pub-type="epub">2152-7385</issn><publisher><publisher-name>Scientific Research Publishing</publisher-name></publisher></journal-meta><article-meta><article-id pub-id-type="doi">10.4236/am.2012.36097</article-id><article-id pub-id-type="publisher-id">AM-20358</article-id><article-categories><subj-group subj-group-type="heading"><subject>Articles</subject></subj-group><subj-group subj-group-type="Discipline-v2"><subject>Physics&amp;Mathematics</subject></subj-group></article-categories><title-group><article-title>
 
 
  The Many-on-One Stochastic Duel Model with Information-Sharing
 
</article-title></title-group><contrib-group><contrib contrib-type="author" xlink:type="simple"><name name-style="western"><surname>ianjun</surname><given-names>Li</given-names></name><xref ref-type="aff" rid="aff1"><sup>1</sup></xref><xref ref-type="corresp" rid="cor1"><sup>*</sup></xref></contrib><contrib contrib-type="author" xlink:type="simple"><name name-style="western"><surname>Liwei</surname><given-names>Liu</given-names></name><xref ref-type="aff" rid="aff1"><sup>1</sup></xref><xref ref-type="corresp" rid="cor1"><sup>*</sup></xref></contrib></contrib-group><aff id="aff1"><addr-line>School of Science, Nanjing University of Science &amp;amp; Technology, Nanjing, China</addr-line></aff><author-notes><corresp id="cor1">* E-mail:<email>j_jli@163.com(IL)</email>;<email>lwliu@mail.njust.edu.cn(LL)</email>;</corresp></author-notes><pub-date pub-type="epub"><day>21</day><month>06</month><year>2012</year></pub-date><volume>03</volume><issue>06</issue><fpage>637</fpage><lpage>640</lpage><history><date date-type="received"><day>April</day>	<month>25,</month>	<year>2012</year></date><date date-type="rev-recd"><day>May</day>	<month>25,</month>	<year>2012</year>	</date><date date-type="accepted"><day>June</day>	<month>2,</month>	<year>2012</year></date></history><permissions><copyright-statement>&#169; Copyright  2014 by authors and Scientific Research Publishing Inc. </copyright-statement><copyright-year>2014</copyright-year><license><license-p>This work is licensed under the Creative Commons Attribution International License (CC BY). http://creativecommons.org/licenses/by/4.0/</license-p></license></permissions><abstract><p>
 
 
  In this paper we extend the one-on-one stochastic duel model with searching to the many-on-one case based on information-sharing. We have derived the probability density function of the time to kill the target in many-on-one model. It is illustrated by an example in which the firing time and the searching time are of different exponential distributions.
 
</p></abstract><kwd-group><kwd>Stochastic Dule; Information-Sharing; Probability Density Function</kwd></kwd-group></article-meta></front><body><sec id="s1"><title>1. Introduction</title><p>The stochastic duel problem has been studied extensively in the past. Ancker [<xref ref-type="bibr" rid="scirp.20358-ref1">1</xref>] studied the fundamental one-onone stochastic duel model, and provided a good review of such model. The general two-on-one stochastic duel model was considered by Gafarian and Ancker [<xref ref-type="bibr" rid="scirp.20358-ref2">2</xref>]. They obtained the general solution for the duel state probabilities, and derived the winning probabilities.</p><p>Friedman [<xref ref-type="bibr" rid="scirp.20358-ref3">3</xref>] and Kikuta [<xref ref-type="bibr" rid="scirp.20358-ref4">4</xref>] considered the many-onone stochastic duel model. They have got an optimal firing policy for the single unit side. Subsequently, Kress [<xref ref-type="bibr" rid="scirp.20358-ref5">5</xref>] investigated the general many-on-one stochastic duel conditioned on the order in which targets are attacked.</p><p>Wand et al. [<xref ref-type="bibr" rid="scirp.20358-ref6">6</xref>] revisited the one-on-one stochastic duel model and took account of searching in their model. Liu [7,8] studied the one-on-one stochastic duel model with searching and deduced the density function of the time needed for killing the target, and calculated the winning probabilities for the both sides.</p><p>In this paper we extend the one-on-one stochastic duel model with searching given in [<xref ref-type="bibr" rid="scirp.20358-ref7">7</xref>] to the many-on-one case based on information-sharing. The scenario envisaged is many hidden defenders and one of a hidden attacker. In this scenario, when one of the defenders detects the attacker after some random time interval, all the defenders share the information about the attacker at the same time. The defenders start their firing process immediately after the attacker being detected. Assuming the defenders are well dug-in, it would be extremely difficult for the attacker to detect the defenders. We assume that the attacker will be killed before he can return fire. That is to say, the attacker is a passive target after being detected.</p><p>The remainder of this paper is organized as follows. The notation is described in Section 2. Then, in Section 3, the probability model is developed. In Section 4, this model is restricted to the negative exponential distribution case to allow ease of computation. Finally, we draw some concluding remarks and a brief discussion of some possible extensions in Section 5.</p></sec><sec id="s2"><title>2. Assumptions and Notations</title><p>Suppose that the two sides in the duel are A and B, respectively. There are k combatants on side A which are<img src="22-31603\2ed1f891-d089-430c-9ce7-9c2d4e7ff51f.jpg" />. They are hidden defenders, and their mission is to kill the invaders or the attackers. Side B only has one hidden attacker.</p><p>Two sides, A and B, conduct a duel satisfying the following assumptions:</p><p>1) All the information about B is shared among A’s members. When one of them detects B, every one will know.</p><p>2) Each combatant <img src="22-31603\5fee34ab-388b-4f88-98e0-23eeb0bdd28a.jpg" /> fires simultaneously until B is killed after B being detected.</p><p>3) Every member of side A has the same fixed probability, p, of killing B.</p><p>4) A’s firing time (that is, the time between rounds) is a random variable with a known probability density function,<img src="22-31603\7a217212-3045-4d7e-b933-825298f7ee4e.jpg" />. And each firing time is selected from<img src="22-31603\75a7218d-60aa-478e-9d39-8376ecbd6939.jpg" />, independently and at random.</p><p>5) Side B is a passive target.</p><p>Other notations which we will use are as follows.</p><p><img src="22-31603\8a579ff7-04eb-421b-9aec-8551db7de9a6.jpg" />: The time for A to detect B. It is a positive random variable.</p><p><img src="22-31603\2e55622f-0be0-4184-bcfe-e47b203ea659.jpg" />: The probability density function (pdf) of<img src="22-31603\310c0b76-8145-4fc6-a71d-79e3eaae1703.jpg" />.</p><p><img src="22-31603\d28d139a-84e6-4ebb-87e4-181695b8ade9.jpg" />: A’s firing time. The pdf of <img src="22-31603\d348e18b-0ef9-4d63-b7f3-dce9a057bb9c.jpg" /> is <img src="22-31603\d0e2b574-4994-4249-95b4-d83b181a948b.jpg" /> (see above 4)). It is a positive random variable too.</p><p><img src="22-31603\be040b21-7834-431a-aa05-b95d5a1739f2.jpg" />: The characteristic function of<img src="22-31603\91091d5a-a252-4ba0-beae-ab04c152bb19.jpg" />.</p><p><img src="22-31603\ad33ee98-6e5c-4b8d-a584-7281eabc8584.jpg" />: The time for A to kill B, measured from the beginning of A’s searching B.</p><p><img src="22-31603\45e35598-b98f-4052-9378-ad24df05e409.jpg" />: The firing round times of A until killing B.</p><p><img src="22-31603\53e7183c-1cfa-4f37-9991-db5eaf9bfbed.jpg" />: The pdf of<img src="22-31603\2bac0b82-b13c-4df0-989f-2f28c8b79a11.jpg" />.</p><p><img src="22-31603\92bba20a-85fc-4ebb-a011-65392f1c2466.jpg" />: The <img src="22-31603\6a8ac814-4f60-4882-97d6-0725b44e04f3.jpg" /> multiple convolution of the density function<img src="22-31603\1f4eb119-ded3-4d4c-b2ca-8e1f66ac31b4.jpg" />. That is,</p><p><img src="22-31603\c8589824-a829-4ceb-8e1d-71d69034bd47.jpg" /></p></sec><sec id="s3"><title>3. The Model</title><p>Consider the pdf of random variable <img src="22-31603\4a8b78a7-274c-4405-8b1f-0a81d37a0715.jpg" /></p><disp-formula id="scirp.20358-formula70047"><label>. (1)</label><graphic position="anchor" xlink:href="22-31603\2263ce8f-8217-4476-b9f4-36be8137cd0c.jpg"  xlink:type="simple"/></disp-formula><p>The probability, <img src="22-31603\567e8c3d-3683-450d-ad0b-dc306a05bd59.jpg" />, that A takes between time t and <img src="22-31603\c6ce0560-bd4e-49a6-ac7a-b8c8cf912258.jpg" /> to kill B in the condition of <img src="22-31603\51b4c78f-6cca-4adc-8c62-4751056e0a0d.jpg" /> is the probability of a kill on the first round times the probability side A took between time t and <img src="22-31603\2d811dd7-e40b-42f6-97d6-a6d9fa5d8e88.jpg" /> to fire the first round, plus the probability of a kill on the second round times the probability side A took between time t and <img src="22-31603\2aad9c8f-1a4e-4adb-8785-e63220fe55aa.jpg" /> to fire the two rounds and so on; thus</p><disp-formula id="scirp.20358-formula70048"><label>(2)</label><graphic position="anchor" xlink:href="22-31603\416971ba-a5e4-4198-a952-940cbc843e20.jpg"  xlink:type="simple"/></disp-formula><p>where</p><disp-formula id="scirp.20358-formula70049"><label>(3)</label><graphic position="anchor" xlink:href="22-31603\d52c26c7-a8b3-4154-9c51-9cdfb069c543.jpg"  xlink:type="simple"/></disp-formula><p>where<img src="22-31603\cc04c500-f7f7-48b0-9179-239443e45072.jpg" />. Since A’s firing time, <img src="22-31603\3dba1398-604e-4e21-bcb6-cc79443ec01b.jpg" />, density function is<img src="22-31603\fcee7cc2-7e7f-4cb6-8056-339919584a76.jpg" />, the time at which the nth round is fired is the sum of n independent selections from<img src="22-31603\1e136a41-ec4d-46da-8b8f-415bc335281a.jpg" />, so we have</p><disp-formula id="scirp.20358-formula70050"><label>(4)</label><graphic position="anchor" xlink:href="22-31603\71c754dd-b8e3-4647-90e1-8e087769c1ae.jpg"  xlink:type="simple"/></disp-formula><p>When (3) and (4) are substituted into (2), we have</p><p><img src="22-31603\c53a33e7-17ea-471c-ac78-8ab46a0f70c3.jpg" /></p><p>or</p><disp-formula id="scirp.20358-formula70051"><label>(5)</label><graphic position="anchor" xlink:href="22-31603\11c39780-5c33-4f23-849a-de1d92d5a82b.jpg"  xlink:type="simple"/></disp-formula><p>Before continuing we shall give the characteristic function of firing time distribution. The characteristic function of <img src="22-31603\6e74e52a-ba67-473c-af70-5aea1d70d098.jpg" /> is</p><disp-formula id="scirp.20358-formula70052"><label>(6)</label><graphic position="anchor" xlink:href="22-31603\881baf71-f510-4e89-a32e-0c42195868a0.jpg"  xlink:type="simple"/></disp-formula><p>The following properties of <img src="22-31603\d5b880cd-c7b7-4221-b61b-48c5d909f4e2.jpg" /> are readily demonstrated.</p><disp-formula id="scirp.20358-formula70053"><label>, (7)</label><graphic position="anchor" xlink:href="22-31603\e3c89d2d-d1b7-4771-8ceb-8f026b2f3693.jpg"  xlink:type="simple"/></disp-formula><disp-formula id="scirp.20358-formula70054"><label>. (8)</label><graphic position="anchor" xlink:href="22-31603\cb120078-e921-471d-bf2a-8f2e2afa4838.jpg"  xlink:type="simple"/></disp-formula><p>Let <img src="22-31603\d194c2de-4853-4e09-b079-fb50aff5ca29.jpg" /> and<img src="22-31603\fbf28cee-6e53-48cc-b8ff-3a842f9f95d3.jpg" />. Then (5) can be rewritten as</p><disp-formula id="scirp.20358-formula70055"><label>(9)</label><graphic position="anchor" xlink:href="22-31603\28a2cb68-3760-4d27-85ad-1fe3d2512920.jpg"  xlink:type="simple"/></disp-formula><p>The characteristic function for the conditional density function <img src="22-31603\f512b7db-0579-4916-98d6-458cd414b685.jpg" /> (or<img src="22-31603\a7b5ce2b-82c3-4ab7-8d12-5fc15fe3469d.jpg" />) is denoted by <img src="22-31603\766f29b0-8d22-4ed8-a699-f6d1b105a9d3.jpg" /> From the convolution property of characteristic functions, (9) may be transformed into</p><disp-formula id="scirp.20358-formula70056"><label>(10)</label><graphic position="anchor" xlink:href="22-31603\47782b00-d84e-410f-b7ae-dcb6874bc92b.jpg"  xlink:type="simple"/></disp-formula><p>From (8), (10) and<img src="22-31603\0ce0f340-b5e1-41b1-ada1-1eb6cd24f0d9.jpg" />, we have</p><p><img src="22-31603\cf7083d5-827b-4e2e-899e-0ef544cfb3cd.jpg" /></p><p>The inversion of <img src="22-31603\33dd1517-1e26-4e82-b644-c3778d16ff4d.jpg" /> is as follows:</p><p><img src="22-31603\ff8a7cd0-e438-493d-b03d-5a4aa7a58caa.jpg" /></p><p>then</p><disp-formula id="scirp.20358-formula70057"><label>(11)</label><graphic position="anchor" xlink:href="22-31603\9eaf4773-0de9-49bb-8a0a-fdf7cbad4157.jpg"  xlink:type="simple"/></disp-formula><p>From (11), we can derive the probability density function of<img src="22-31603\28c79a42-6262-4265-b1e8-cb22af369343.jpg" />,<img src="22-31603\fa54bb3a-76bd-4e60-a3a6-4bc9cca83f35.jpg" />.</p><disp-formula id="scirp.20358-formula70058"><label>(12)</label><graphic position="anchor" xlink:href="22-31603\b23857bf-5168-4323-afb7-a157c2a778c2.jpg"  xlink:type="simple"/></disp-formula><p>When (11) is substituted into (12), we have</p><disp-formula id="scirp.20358-formula70059"><label>(13)</label><graphic position="anchor" xlink:href="22-31603\7817befc-4f99-4b4e-b7fe-82ef8a118d0e.jpg"  xlink:type="simple"/></disp-formula></sec><sec id="s4"><title>4. Example</title><p>Suppose that the probability density functions of <img src="22-31603\bcdfa1ed-2248-4e23-860e-49cd2c0c340a.jpg" /> and <img src="22-31603\bdb88f35-acbf-4e50-8732-b138d31501db.jpg" /> are of exponentials with parameters <img src="22-31603\b209f024-3144-4182-844f-410770b36c75.jpg" /> and<img src="22-31603\c8c11a2e-5903-4e7f-b4f2-f213deb72bba.jpg" />, respectively, then</p><p><img src="22-31603\f111d894-c058-4b1c-bdc3-f50f019d85e4.jpg" />and</p><p><img src="22-31603\c8322d38-a371-4f0e-b623-90dfa16521d2.jpg" />where<img src="22-31603\8617a0a0-93e5-4914-88f9-5fbd28563c83.jpg" />,<img src="22-31603\ed04d81d-7b8b-4b8d-abe7-3daf82c399c3.jpg" />. The characteristic function of <img src="22-31603\2014998f-fcb6-4486-90ac-d0327344f804.jpg" /> is</p><p><img src="22-31603\c25e91d5-14ae-49da-bc72-81f6e5544b0f.jpg" /></p><p>From (13), we obtain that</p><p><img src="22-31603\1a79c242-df70-40a1-8821-47818607f72b.jpg" /></p><p>Applying the residue theorem, we have</p><disp-formula id="scirp.20358-formula70060"><label>(14)</label><graphic position="anchor" xlink:href="22-31603\13f81aa2-704e-4fe6-9126-a9c9b1a285de.jpg"  xlink:type="simple"/></disp-formula><p>It is readily demonstrated that <img src="22-31603\bfa5cc45-63d2-44b1-9f5c-fb24a4486372.jpg" /> has the following properties:</p><p>1)<img src="22-31603\f34664b0-d246-4d1c-848c-42576b46b3a6.jpg" />2)<img src="22-31603\58d6c110-d807-4b94-9604-bd096abdbd71.jpg" />3)<img src="22-31603\549bd332-1c4a-41ff-aabf-42b142112908.jpg" />.</p><p>Proof of property 3): When<img src="22-31603\8071c064-314c-41c6-9819-840d7f1b7df1.jpg" />, we have</p><p><img src="22-31603\50a76ad5-6735-44da-8ba5-e0a905fe4bb2.jpg" /></p><p>when<img src="22-31603\20deecb6-d2cc-48ce-ba48-1e69112401eb.jpg" />, the same result can be derived.</p></sec><sec id="s5"><title>5. Conclusion</title><p>In this article we extend the one-on-one stochastic duel model with searching to the many-on-one case based on information sharing. The probability density function of the time to kill the target is obtained in integral form. And it is illustrated by an example where the firing time and the searching time are of different exponential distributions.</p></sec><sec id="s6"><title>REFERENCES</title></sec><sec id="s7"><title>NOTES</title></sec></body><back><ref-list><title>References</title><ref id="scirp.20358-ref1"><label>1</label><mixed-citation publication-type="other" xlink:type="simple">C. J. Ancker, “One-on-One Stochastic Duels,” Research Monograph, Military Applications Section, Operations Research Society of America (now INFORMS), Arlington, 1982.</mixed-citation></ref><ref id="scirp.20358-ref2"><label>2</label><mixed-citation publication-type="other" xlink:type="simple">A. V. Gafarian and C. J. Ancker, “The Two-on-One Stochastic Duel,” Naval Research Logistics Quarterly, Vol. 31, 1984, pp. 309-324. doi:10.1002/nav.3800310213</mixed-citation></ref><ref id="scirp.20358-ref3"><label>3</label><mixed-citation publication-type="other" xlink:type="simple">Y. Friedman, “Optimal Strategy for the One-againstMany Battle,” Operations Research, Vol. 25, No. 5, 1977, pp. 884-888. doi:10.1287/opre.25.5.884</mixed-citation></ref><ref id="scirp.20358-ref4"><label>4</label><mixed-citation publication-type="other" xlink:type="simple">K. Kikuta, “A Note on the One-against-Many Battle,” Operations Research, Vol. 31, No. 5, 1983, pp. 952-956. 
doi:10.1287/opre.31.5.952</mixed-citation></ref><ref id="scirp.20358-ref5"><label>5</label><mixed-citation publication-type="other" xlink:type="simple">M. Kress, “The Many-on-One Stochastic Duel,” Naval Research Logistics Quarterly, Vol. 31, 1987, pp. 713720.</mixed-citation></ref><ref id="scirp.20358-ref6"><label>6</label><mixed-citation publication-type="other" xlink:type="simple">K. Wand, S. Humble and R. J. T. Wilson, “Explicit Modelling of Detection within a Stochastic Duel,” Naval Research Logistics Quarterly, Vol. 40, 1993, pp. 431-450. 
doi:10.1002/1520-6750(199306)40:4&lt;431::AID-NAV3220400402&gt;3.0.CO;2-S</mixed-citation></ref><ref id="scirp.20358-ref7"><label>7</label><mixed-citation publication-type="other" xlink:type="simple">L.W. Liu, “Density Function of the Time for Target Killing Involving the Target Detection Time,” Acta Armamentarii, Vol. 23, No. 3, 2002, pp. 370-373.</mixed-citation></ref><ref id="scirp.20358-ref8"><label>8</label><mixed-citation publication-type="other" xlink:type="simple">L. W. Liu, “A Kind of Stochastic Duel Model for Guerrilla War,” European Journal of Operational Research, Vol. 171, No. 1, 2006, pp. 430-438.  
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