Team A and Team B are competing in a sports game and the score is currently tied at 10-10. The first team to win by a margin or two will win the tournament. Team A has 65% chance of winning each point and Team B has a 35% chance of winning each point. What is the probability that Team A will win the overall match?
My thoughts: I tried thinking of a Markov chain approach but there are too many states S = {(10-10), (11-10), (12-10), (10-11),....} and would not be practical. If it was just one point I think the probability could be expressed as $p = 0.65 + 0.35\times (1-p)$, but I am not sure how to extend this to two points.