Commutative Stochastic Games
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Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) 2-person games (91A05) Markov and semi-Markov decision processes (90C40) Stochastic games, stochastic differential games (91A15) Multistage and repeated games (91A20)
Abstract: We are interested in the convergence of the value of n-stage games as n goes to infinity and the existence of the uniform value in stochastic games with a general set of states and finite sets of actions where the transition is commutative. This means that playing an action profile a 1 followed by an action profile a 2 , leads to the same distribution on states as playing first the action profile a 2 and then a 1. For example, absorbing games can be reformulated as commutative stochastic games. When there is only one player and the transition function is deterministic, we show that the existence of a uniform value in pure strategies implies the existence of 0-optimal strategies. In the framework of two-player stochastic games, we study a class of games where the set of states is R m and the transition is deterministic and 1-Lipschitz for the L 1-norm, and prove that these games have a uniform value. A similar proof shows the existence of an equilibrium in the non zero-sum case. These results remain true if one considers a general model of finite repeated games, where the transition is commutative and the players observe the past actions but not the state.
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Cites work
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Cited in
(6)- Zero-sum repeated games: counterexamples to the existence of the asymptotic value and the conjecture \({\max}{\min}=\lim v_{n}\)
- Hidden stochastic games and limit equilibrium payoffs
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