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arXiv · 2409.05683

Constant Payoff Property in Zero-Sum Stochastic Games with a Finite Horizon

Thomas Ragel·Bruno Ziliotto
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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.

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Thomas Ragel, Bruno Ziliotto. 2024-09-09. Constant Payoff Property in Zero-Sum Stochastic Games with a Finite Horizon. https://arxiv.org/abs/2409.05683

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