Pure and Stationary Optimal Strategies in Perfect-Information Stochastic Games

Hugo Gimbert (1) , Wieslaw Zielonka (2)

1 LaBRI - Laboratoire Bordelais de Recherche en Informatique
2 LIAFA - Laboratoire d'informatique Algorithmique : Fondements et Applications

We consider two-players zero-sum perfect information stochastic games with finitely many states and actions and examine the problem of existence of pure stationary optimal strategies. We show that the existence of such strategies for one-player games (Markov decision processes) implies the existence of such strategies for two-player games. The result is general and holds for any payoff mapping.

Mots clés: stochastic games; pure and stationary optimal strategies; parity games

Domaines: Informatique et théorie des jeux [cs.GT]

Hugo Gimbert, Wieslaw Zielonka. Pure and Stationary Optimal Strategies in Perfect-Information Stochastic Games. 2009. ⟨hal-00438359v1⟩