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The concept of survival in games usually refers to a lone person or a small group of people surviving against a threat that greatly outnumber them. Survival is usually found in horror games, thus the name survival horror. These games are usually tense since the player feels like he is constantly beeing hunted down and inches away from death. Survival games give limited ressources to the player like sparse ammo and weak weapons. The player is usually put up against monsters or zombies.
For example, in the zombie survival game Left 4 Dead, you play as one of four survivors who attempt to flee the onslaught of zombies (or infected, for those picky infected-are-not-zombies people). Surviving usually involves doing anything possible to remain alive. Survival games have a main goal of staying alive and surviving against almost impossible odds.
The stealth genre also shares many features with survival games, such as being greatly outnumbered by enemy combatants or having limited ammo, requiring the player to avoid enemies rather than confronting them.