Marshall didn't miss a shot, going 6-for-6 from the field, 3-for-3 from the free-throw line and drained both of his three-point attempts. He has scored in double digits in six straight games dating back to last season and entered the game averaging 16.8 points.
Grambling State (0-3) led briefly in the first period, but Marshall tied it at 4 with a layup, then drained a 3-pointer to give the Bears (3-0) a lead they never relinquished.
Missouri State shot 59.6 percent from the field on 34-of-57 shooting, compared with 38.6 percent for the Tigers on 22-of-57 shooting.
Indiana guard James Blackmon Jr., who averaged 15.8 points in 13 games before being injured last season, has withdrawn from the NBA draft.
Isaiah Briscoe has decided to withdraw from the NBA draft and will return to Kentucky for his sophomore season. Marcus Lee intends to transfer.
The Big 12/SEC Challenge will again feature Kansas and Kentucky, this time at Rupp Arena. That's not the only exciting matchup in next season's midseason conference showdown.