Constant Payoff Property in Zero-Sum Stochastic Games with a Finite Horizon
Résumé
This paper examines finite zero-sum stochastic games and demonstrates that when the game's duration is sufficiently long, there exists a pair of approximately optimal strategies such that the expected average payoff at any point in the game remains close to the value. This property, known as the constant payoff property, was previously established only for absorbing games and discounted stochastic games.
Domaines
Mathématiques [math]| Origine | Fichiers produits par l'(les) auteur(s) |
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