Constant Payoff Property in Zero-Sum Stochastic Games with a Finite Horizon

Thomas Ragel and Bruno Ziliotto
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Thomas Ragel: Université Paris Dauphine-PSL - PSL - Université Paris Sciences et Lettres
Bruno Ziliotto: TSE-R - Toulouse School of Economics - UT Capitole - Université Toulouse Capitole - UT - Université de Toulouse - EHESS - École des hautes études en sciences sociales - CNRS - Centre National de la Recherche Scientifique - INRAE - Institut National de Recherche pour l’Agriculture, l’Alimentation et l’Environnement, CNRS - Centre National de la Recherche Scientifique

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Abstract: This paper examines finite zero-sum stochastic games and demonstrates that when the game's duration is sufficiently long, there exists a pair of approximately optimal strategies such that the expected average payoff after any fraction of the game's duration is close to the value. This property, known as the constant payoff property, was previously established only for absorbing games and discounted stochastic games.

Keywords: Zero-sum stochastic games; Constant payoff; Limit value (search for similar items in EconPapers)
Date: 2025-04-03
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Published in Dynamic Games and Applications, 2025, ⟨10.1007/s13235-025-00639-1⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-05093123

DOI: 10.1007/s13235-025-00639-1

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