Henry and Samantha have decide to gamble on a game of chance. Initially, each of them has 2 dollars. Samantha has a bit more experience. Therefore, each turn results in Henry winning with probability 0.2, Samantha winning with probability 0.25, and otherwise it's a draw. Whenever someone wins, they give the other 1 dollar. They play until someone runs out of money. Model the progress of the game as a Markov chain. Write down transition matrix, identify matrices Q and R. Please fill in the matrix to where the 2 × 2 matrix with entries 0.55, 0. 2 and 0. 25 in the diagonal and sub diagonal positions, respectively are illustrated in the matrix as apposed to the * that denotes it

Advanced Engineering Mathematics
10th Edition
ISBN:9780470458365
Author:Erwin Kreyszig
Publisher:Erwin Kreyszig
Chapter2: Second-order Linear Odes
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Henry and Samantha have decide to gamble on a game of chance. Initially, each of them has 2 dollars. Samantha has a bit more experience. Therefore, each turn results in Henry winning with probability 0.2, Samantha winning with probability 0.25, and otherwise it's a draw. Whenever someone wins, they give the other 1 dollar. They play until someone runs out of money. Model the progress of the game as a Markov chain. Write down transition matrix, identify matrices Q and R. Please fill in the matrix to where the 2 × 2 matrix with entries 0.55, 0. 2 and 0. 25 in the diagonal and sub diagonal positions, respectively are illustrated in the matrix as apposed to the * that denotes it
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