Orderfield property of mixtures of stochastic games

Krishnamurthy, Nagarajan ; Parthasarathy, T. ; Ravindran, G. (2010) Orderfield property of mixtures of stochastic games Sankhya A - Mathematical Statistics and Probability, 72 (1). pp. 246-275. ISSN 0976-836X

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Related URL: http://dx.doi.org/10.1007/s13171-010-0012-7


We consider certain mixtures, Γ, of classes of stochastic games and provide sufficient conditions for these mixtures to possess the orderfield property. For 2-player zero-sum and non-zero sum stochastic games, we prove that if we mix a set of states S1 where the transitions are controlled by one player with a set of states S2 constituting a sub-game having the orderfield property (where S1∩S2=∅), the resulting mixture Γ with states S=S1∪S2 has the orderfield property if there are no transitions from S2 to S1. This is true for discounted as well as undiscounted games. This condition on the transitions is sufficient when S1 is perfect information or SC (Switching Control) or ARAT (Additive Reward Additive Transition). In the zero-sum case, S1 can be a mixture of SC and ARAT as well. On the other hand,when S1 is SER-SIT (Separable Reward - State Independent Transition), we provide a counter example to show that this condition is not sufficient for the mixture Γ to possess the orderfield property. In addition to the condition that there are no transitions from S2 to S1, if the sum of all transition probabilities from S1 to S2 is independent of the actions of the players, then Γ has the orderfield property even when S1 is SER-SIT. When S1 and S2 are both SERSIT, their mixture Γ has the orderfield property even if we allow transitions from S2 to S1. We also extend these results to some multi-player games namely, mixtures with one player control Polystochastic games. In all the above cases, we can inductively mix many such games and continue to retain the orderfield property.

Item Type:Article
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Keywords:β-Discounted/Undiscounted Stochastic Game; Orderfield Property; Mixture Class; Polystochastic Game; SER-SIT (Separable Reward - State Independent Transition) Game; SC(Switching Control) Game; ARAT(Additive Reward Additive Transition) Game
ID Code:36717
Deposited On:11 Apr 2011 13:15
Last Modified:17 May 2016 19:39

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