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Generic uniqueness of the bias vector of mean payoff zero-sum games

  • Ecole polytechnique

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

1 Citation (Scopus)

Abstract

Zero-sum mean payoff 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) = λ1 + u where T"n → n is the Shapley (dynamic programming) operator, λ is a scalar, 1 is the unit vector, and u n. 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 identify structural conditions on the support of the transition probabilities which guarantee that the spectral problem is solvable for all values of the transition payments. Then, 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 (tropical) algebra and nonlinear Perron-Frobenius theory.

Original languageEnglish
Title of host publication53rd IEEE Conference on Decision and Control,CDC 2014
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages1581-1587
Number of pages7
EditionFebruary
ISBN (Electronic)9781479977468
DOIs
Publication statusPublished - 1 Jan 2014
Event53rd IEEE Conference on Decision and Control, CDC 2014 - Los Angeles, United States
Duration: 15 Dec 2014 → 17 Dec 2014

Publication series

NameProceedings of the IEEE Conference on Decision and Control
NumberFebruary
Volume2014-December
ISSN (Print)0743-1546
ISSN (Electronic)2576-2370

Conference

Conference53rd IEEE Conference on Decision and Control, CDC 2014
Country/TerritoryUnited States
CityLos Angeles
Period15/12/14 → 17/12/14

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