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<p>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 after any fraction of the game’s duration is close to the value. This property, known as the <i>constant payoff property</i>, was previously established only for absorbing games and discounted stochastic games.</p>

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

  • 期刊论文

  • 发表日期：

    2025年4月3日

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  • Thomas Ragel,
  • Bruno Ziliotto

摘要

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 after any fraction of the game’s duration is close to the value. This property, known as the constant payoff property, was previously established only for absorbing games and discounted stochastic games.