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Pré-Publication, Document De Travail Année : 2019

Limit optimal trajectories in zero-sum stochastic games

Résumé

We consider zero sum stochastic games. For every discount factor λ, a time normalization allows to represent the game as being played on the interval [0, 1]. We introduce the trajectories of cumulated expected payoff and of cumulated occupation measure up to time t ∈ [0, 1], under ε-optimal strategies. A limit optimal trajectory is defined as an accumulation point as the discount factor tends to 0. We study existence, uniqueness and characterization of these limit optimal trajectories for absorbing games.
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Dates et versions

hal-01959326 , version 1 (18-12-2018)
hal-01959326 , version 2 (01-06-2019)
hal-01959326 , version 3 (02-12-2019)

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Sylvain Sorin, Guillaume Vigeral. Limit optimal trajectories in zero-sum stochastic games. 2019. ⟨hal-01959326v2⟩
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