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Characterization and simplification of optimal strategies in positive stochastic games

Published online by Cambridge University Press:  16 November 2018

János Flesch*
Affiliation:
Maastricht University
Arkadi Predtetchinski*
Affiliation:
Maastricht University
William Sudderth*
Affiliation:
University of Minnesota
*
* Postal address: Department of Quantitative Economics, Maastricht University, PO Box 616, 6200 MD, The Netherlands. Email address: [email protected]
** Postal address: Department of Economics, Maastricht University, PO Box 616, 6200 MD, The Netherlands. Email address: [email protected]
*** Postal address: School of Statistics, University of Minnesota, Minneapolis, MN 55455, USA. Email address: [email protected]

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.

Type
Research Papers
Copyright
Copyright © Applied Probability Trust 2018 

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