Saved in:
| Main Authors: | , |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/2503.15346 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Table of Contents:
- This paper investigates properties of Blackwell $ε$-optimal strategies in zero-sum stochastic games when the adversary is restricted to stationary strategies, motivated by applications to robust Markov decision processes. For a class of absorbing games, we show that Markovian Blackwell $ε$-optimal strategies may fail to exist, yet we prove the existence of Blackwell $ε$-optimal strategies that can be implemented by a two-state automaton whose internal transitions are independent of actions. For more general absorbing games, however, there need not exist Blackwell $ε$-optimal strategies that are independent of the adversary's decisions. Our findings point to a contrast between absorbing games and generalized Big Match games, and provide new insights into the properties of optimal policies for robust Markov decision processes.