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Slaying a regrowing three-headed dragon

Question

A dragon starts with 33 heads and you must remove them all. Each attack does one of three things: cuts off 22 heads, cuts off 11 head (which always regrows immediately, so nothing changes), or misses and the dragon sprouts one extra head. Whenever the dragon has at least 22 heads, cutting off 22 and missing are equally likely. With 11 head left, you cannot cut 22. If the dragon ever reaches 55 heads you lose. What is the probability you win?

Short answer

3/53/5. Ignore the no-change attacks. From h≥2h\ge2 heads you move to h−2h-2 or h+1h+1 with probability 12\tfrac12 each, and from 11 head you can only go to 22, so P1=P2P_1=P_2. Solving P2=12+12P3P_2=\tfrac12+\tfrac12P_3, P3=12P2+12P4P_3=\tfrac12P_2+\tfrac12P_4, P4=12P2P_4=\tfrac12P_2 gives P2=45P_2=\tfrac45 and P3=35P_3=\tfrac35.

Adapted from QuantQuestions.io; question and answer rewritten by SelfMadeQuant.com.

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