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Stochastic Mean-Payoff Game


A stochastic mean-payoff game is a mean-payoff game with additional chance vertices. At each such graph vertex, a prescribed discrete distribution selects the next outgoing graph edge.

Writing w(e) for the reward of graph edge e, the value at a starting graph vertex v is

 sup_(sigma)inf_(tau)E_(v,sigma,tau)[liminf_(T->infty)1/Tsum_(t=0)^(T-1)w(e_t)],

where sigma and tau range over the players' history-dependent strategies, which may use private randomness. The expectation value is taken after the pathwise infimum limit.


See also

Discrete Distribution, Mean-Payoff Game, Quasipolynomial Time

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References

Gimbert, H. and Zielonka, W. "Blackwell Optimal Strategies in Priority Mean-Payoff Games." Intl. J. Found. Comput. Sci. 23, 687-711, 2012. https://doi.org/10.1142/S0129054112400345.

Cite this as:

Weisstein, Eric W. "Stochastic Mean-Payoff Game." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/StochasticMean-PayoffGame.html

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