Stochastic aspects of Lanchester's theory of warfare
A Markov chain model for a battle between two opposing forces is formulated, which is a stochastic version of one studied by F. W. Lanchester. Solutions of the backward equations for the final state yield martingales and stopping identities, but a more powerful technique is a time-reversal analogue of a known method for studying urn models. A general version of a remarkable result of Williams and McIlroy (1998) is proved.
Permanent link to this document: http://projecteuclid.org/euclid.jap/1034082119
Digital Object Identifier: doi:10.1239/jap/1034082119
Mathematical Reviews number (MathSciNet): MR1928882
Zentralblatt MATH identifier: 1028.60041