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arXiv · 2003.02487

Occupation measures arising in finite stochastic games

Bruno Jaffuel·Miquel Oliu-Barton
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Abstract

Shapley (1953) introduced two-player zero-sum discounted stochastic games, henceforth stochastic games, a model where a state variable follows a two-controlled Markov chain, the players receive rewards at each stage which add up to $0$, and each maximizes the normalized $\la$-discounted sum of stage rewards, for some fixed discount rate $\la\in(0,1]$. In this paper, we study asymptotic occupation measures arising in these games, as the discount rate goes to $0$.

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Bruno Jaffuel, Miquel Oliu-Barton. 2020-03-05. Occupation measures arising in finite stochastic games. https://arxiv.org/abs/2003.02487

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