A dynamic game with recourse

A variation of the Colonel Blotto game is addressed. In this game, the number of defenders at each target is known to the aggressor, and he or she is allowed to attack sequentially. The defendant at each target is not told the aggressor´s strategy, but only that the target is under attack. At each target the defendant must decide on an allocation to the first (and any subsequent) attacker. The approach presented allows for imperfect attackers and defenders, and allows the defendant a single second change if the first effort is unsuccessful. A dynamic programming recursion is set up and solved to compute the defendant´s allocations