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@inproceedings{1076412,
author = {Brázdil, Tomáš and Kučera, Antonín and Novotný, Petr},
address = {Heidelberg},
booktitle = {Mathematical and Engineering Methods in Computer Science (MEMICS 2012)},
doi = {http://dx.doi.org/10.1007/978-3-642-36046-6_10},
keywords = {game theory; graph games; determinacy},
howpublished = {elektronická verze "online"},
language = {eng},
location = {Heidelberg},
isbn = {978-3-642-36044-2},
pages = {94-105},
publisher = {Springer},
title = {Determinacy in Stochastic Games with Unbounded Payoff Functions},
url = {http://arxiv.org/abs/1208.1639},
year = {2013}
}
TY - JOUR
ID - 1076412
AU - Brázdil, Tomáš - Kučera, Antonín - Novotný, Petr
PY - 2013
TI - Determinacy in Stochastic Games with Unbounded Payoff Functions
PB - Springer
CY - Heidelberg
SN - 9783642360442
KW - game theory
KW - graph games
KW - determinacy
UR - http://arxiv.org/abs/1208.1639
L2 - http://arxiv.org/abs/1208.1639
N2 - We consider infinite-state turn-based stochastic games of two play- ers who aim at maximizing and minimizing the expected total reward accumulated along a run, respectively. Since the total accumulated reward is unbounded, the determinacy of such games cannot be deduced directly from Martin’s determinacy result for Blackwell games. We show that these games are determined both for unrestricted (i.e., history-dependent and randomized) strategies and deterministic strategies, and the equilibrium value is the same. Further, we show that these games are generally not determined for memoryless strategies, unless we restrict ourselves to some special classes of games. We also examine the existence and type of (epsilon-)optimal strategies for both players.
ER -
BRÁZDIL, Tomáš, Antonín KUČERA a Petr NOVOTNÝ. Determinacy in Stochastic Games with Unbounded Payoff Functions. In \textit{Mathematical and Engineering Methods in Computer Science (MEMICS 2012)}. Heidelberg: Springer. s.~94-105. ISBN~978-3-642-36044-2. doi:10.1007/978-3-642-36046-6\_{}10. 2013.
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