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.
| Original language | English |
|---|---|
| Pages (from-to) | 728-741 |
| Number of pages | 14 |
| Journal | Journal of Applied Probability |
| Volume | 55 |
| Issue number | 3 |
| DOIs | |
| Publication status | Published - Sept 2018 |
Keywords
- Positive
- two-person
- zero-sum stochastic game
- optimal stationary strategy
- subgame-optimal strategy
- Markov chain
- martingale
Fingerprint
Dive into the research topics of 'Characterization and simplification of optimal strategies in positive stochastic games'. Together they form a unique fingerprint.Cite this
- APA
- Author
- BIBTEX
- Harvard
- Standard
- RIS
- Vancouver