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Characterization and simplification of optimal strategies in positive stochastic games

Authors :
János Flesch
Arkadi Predtetchinski
William D. Sudderth
QE Math. Economics & Game Theory
RS: GSBE Theme Conflict & Cooperation
Microeconomics & Public Economics
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.

Details

Language :
English
ISSN :
00219002
Volume :
55
Issue :
3
Database :
OpenAIRE
Journal :
Journal of Applied Probability
Accession number :
edsair.doi.dedup.....fa5e48b658c3297aee255fb5a5bfeabe