Constant Payoff Property in Zero-Sum Stochastic Games with a Finite Horizon
Optimization and Control
2024-12-02 v2
Abstract
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 \textit{constant payoff property}, was previously established only for absorbing games and discounted stochastic games.
Keywords
Cite
@article{arxiv.2409.05683,
title = {Constant Payoff Property in Zero-Sum Stochastic Games with a Finite Horizon},
author = {Thomas Ragel and Bruno Ziliotto},
journal= {arXiv preprint arXiv:2409.05683},
year = {2024}
}