Chennai Mathematical Institute


MSc Thesis Defence
2.00 pm, Lecture Hall 4
On Completely Mixed Stochastic games

Purba Das
Chennai Mathematical Institute.


In this thesis, we have considered two-person undiscounted stochastic game which has finite state space and finitely many pure actions for both players. Also, we assume for large number of results, the transition probability of the undiscounted stochastic game is controlled by one player and all the optimal strategies of the game are strictly positive. Under all the above assumptions, we show that the β-discounted zero-sum stochastic games with same payoff matrices and β sufficiently close to 1 are also completely mixed. We give an example to show that the converse of the above result is not true. We also provide a necessary condition under which the individual matrix games are completely mixed. We have also provided equalizer rule for completely mixed optimal strategy for both player controlled games.

This is a joint work with prof. T Parthasarathy and Prof. G Ravindran.