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Characterization and simplification of optimal strategies in positive stochastic games
- Source :
- Journal of Applied Probability, 55(3), 728-741. Cambridge University Press
- Publication Year :
- 2018
- Publisher :
- Cambridge University Press, 2018.
-
Abstract
- We consider positive zero-sum stochastic games with countable state and action spaces. For each player, we provide a characterization of those strategies that are optimal in every subgame. These characterizations are used to prove two simplification results. We show that if player 2 has an optimal strategy then he/she also has a stationary optimal strategy, and prove the same for player 1 under the assumption that the state space and player 2's action space are finite.
- Subjects :
- Statistics and Probability
optimal stationary strategy
0209 industrial biotechnology
Mathematical optimization
Computer Science::Computer Science and Game Theory
Markov chain
General Mathematics
martingale
010102 general mathematics
ComputingMilieux_PERSONALCOMPUTING
02 engineering and technology
zero-sum stochastic game
01 natural sciences
two-person
subgame-optimal strategy
020901 industrial engineering & automation
Subgame
Countable set
0101 mathematics
Statistics, Probability and Uncertainty
Martingale (probability theory)
Positive
Mathematics
Subjects
Details
- Language :
- English
- ISSN :
- 00219002
- Volume :
- 55
- Issue :
- 3
- Database :
- OpenAIRE
- Journal :
- Journal of Applied Probability
- Accession number :
- edsair.doi.dedup.....fa5e48b658c3297aee255fb5a5bfeabe