2020/03/04 by Miquel Oliu‐Barton, Oliu-Barton, Miquel
Decision Sciences · Economics, Econometrics and Finance · #91A06 #91A15 #Economic theories and models #FOS: Mathematics #Game Theory and Applications #Game Theory and Voting Systems #Optimization and Control (math.OC) #Probability (math.PR)
paper · pdf · doi:10.48550/arxiv.2003.02663
openalex publication_date 2020/03/04 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
In this paper, we solve the constant-payoff conjecture formulated by Sorin, Venel and Vigeral (2010), for absorbing games with an arbitrary evaluation of the stage rewards. That is, the existence of a pair of asymptotically optimal strategies, indexed by the evaluation of the stage rewards, so that the average rewards are constant on any fraction of the game. That the constant-payoff conjecture holds for stochastic games with an arbitrary evaluation is still open.