2022/01/01 by S. Sinha, Sinha, S., K. G. Bakshi +1
Computer Science · Decision Sciences · #Computability, Logic, AI Algorithms #Computer Science and Game Theory (cs.GT) #FOS: Computer and information sciences #FOS: Mathematics #Game Theory and Applications #Optimization and Control (math.OC)
paper · pdf · doi:10.48550/arxiv.2201.00179
openalex publication_date 2022/01/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
A zero-sum two-person Perfect Information Semi-Markov game (PISMG) under limiting ratio average payoff has a value and both the maximiser and the minimiser have optimal pure semi-stationary strategies. We arrive at the result by first fixing an arbitrary initial state and forming the matrix of undiscounted payoffs corresponding to each pair of pure stationary strategies of the two players and proving that this matrix has a pure saddle point.