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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

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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