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The paper attempts to understand batting strategies that are employed in limited overs cricket games. The question of the optimum batting strategy is posed in a simplified dynamic programming representation. We demonstrate that optimum strategies may be expected to differ fundamentally in the first and second innings, typically involving an increasing run rate when setting a target but a run rate which may decline over the course of an innings when chasing one. Data on English county level limited overs games are used to estimate a model of actual batting behaviour. The statistical framework takes the form of an interesting variant on conventional survival analysis models.