English

Constant payoff in absorbing games

Optimization and Control 2020-03-06 v1 Probability

Abstract

In this paper, we solve the constant-payoff conjecture formulated by Sorin, Venel and Vigeral (2010), for absorbing games with an arbitrary evaluation of the stage rewards. That is, the existence of a pair of asymptotically optimal strategies, indexed by the evaluation of the stage rewards, so that the average rewards are constant on any fraction of the game. That the constant-payoff conjecture holds for stochastic games with an arbitrary evaluation is still open.

Keywords

Cite

@article{arxiv.2003.02663,
  title  = {Constant payoff in absorbing games},
  author = {Miquel Oliu-Barton},
  journal= {arXiv preprint arXiv:2003.02663},
  year   = {2020}
}

Comments

arXiv admin note: text overlap with arXiv:1811.04518 by other authors

R2 v1 2026-06-23T14:05:08.245Z