Characterization and simplification of optimal strategies in positive stochastic games
Article
Journal of Applied Probability
Issue number:
Access Volume 55, Issue 3, September 2018
Publisher:
Springer
Year:
2018
Journal pages:
728-741
We consider positive zero-sum stochastic games with countable state and action spaces. For each player, we provide a characterization of those strategies that are optimal in every subgame. These characterizations are used to prove two simplification results. We show that if player 2 has an optimal strategy then he/she also has a stationary optimal strategy, and prove the same for player 1 under the assumption that the state space and player 2's action space are finite.