Skip to Main content Skip to Navigation
Journal articles

Generic uniqueness of the bias vector of finite stochastic games with perfect information

Marianne Akian 1, 2 Stéphane Gaubert 1, 2 Antoine Hochart 1, 2
1 TROPICAL - TROPICAL
CMAP - Centre de Mathématiques Appliquées - Ecole Polytechnique, Inria Saclay - Ile de France
Abstract : Mean-payoff zero-sum stochastic games can be studied by means of a nonlinear spectral problem. When the state space is finite, the latter consists in finding an eigenpair (u,λ) solution of T(u)=λe+u, where T:Rn→Rn is the Shapley (or dynamic programming) operator, λ is a scalar, e is the unit vector, and u∈Rn. The scalar λ yields the mean payoff per time unit, and the vector u, called the bias, allows one to determine optimal stationary strategies. The existence of the eigenpair (u,λ) is generally related to ergodicity conditions. A basic issue is to understand for which classes of games the bias vector is unique (up to an additive constant). In this paper, we consider perfect-information zero-sum stochastic games with finite state and action spaces, thinking of the transition payments as variable parameters, transition probabilities being fixed. We show that the bias vector, thought of as a function of the transition payments, is generically unique (up to an additive constant). The proof uses techniques of max-plus (or tropical) algebra and nonlinear Perron-Frobenius theory. As an application of our results, we obtain a perturbation scheme allowing one to solve degenerate instances of stochastic games by policy iteration.
Document type :
Journal articles
Complete list of metadata

https://hal.inria.fr/hal-01425543
Contributor : Marianne Akian <>
Submitted on : Tuesday, January 3, 2017 - 4:02:26 PM
Last modification on : Friday, May 21, 2021 - 1:46:06 PM

Links full text

Identifiers

Citation

Marianne Akian, Stéphane Gaubert, Antoine Hochart. Generic uniqueness of the bias vector of finite stochastic games with perfect information. Journal of Mathematical Analysis and Applications, Elsevier, 2018, 457, pp.1038-1064. ⟨10.1016/j.jmaa.2017.07.017⟩. ⟨hal-01425543⟩

Share

Metrics

Record views

534