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Weighted-average stochastic games with constant payoff

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  • Miquel Oliu-Barton

    (Université Paris-Dauphine)

Abstract

In a zero-sum stochastic game, at each stage, two opponents make decisions which determine a stage reward and the law of the state of nature at the next stage, and the aim of the players is to maximize the weighted-average of the stage rewards. In this paper we solve the constant-payoff conjecture formulated by Sorin, Venel and Vigeral in 2010 for two classes of stochastic games with weighted-average rewards: (1) absorbing games, a well-known class of stochastic games where the state changes at most once during the game, and (2) smooth stochastic games, a newly introduced class of stochastic games where the state evolves smoothly under optimal play.

Suggested Citation

  • Miquel Oliu-Barton, 2022. "Weighted-average stochastic games with constant payoff," Operational Research, Springer, vol. 22(3), pages 1675-1696, July.
    • Handle: RePEc:spr:operea:v:22:y:2022:i:3:d:10.1007_s12351-021-00625-6
    DOI: 10.1007/s12351-021-00625-6
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    References listed on IDEAS

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    3. Luc Attia & Miquel Oliu-Barton, 2019. "A formula for the value of a stochastic game," Proceedings of the National Academy of Sciences, Proceedings of the National Academy of Sciences, vol. 116(52), pages 26435-26443, December.
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    6. Sylvain Sorin & Guillaume Vigeral, 2020. "Limit Optimal Trajectories in Zero-Sum Stochastic Games," Dynamic Games and Applications, Springer, vol. 10(2), pages 555-572, June.
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