Discounting in Games across Time Scales

Krishnendu Chatterjee
(IST Austria)
Rupak Majumdar

We introduce two-level discounted games played by two players on a perfect-information stochastic game graph. The upper level game is a discounted game and the lower level game is an undiscounted reachability game. Two-level games model hierarchical and sequential decision making under uncertainty across different time scales. We show the existence of pure memoryless optimal strategies for both players and an ordered field property for such games. We show that if there is only one player (Markov decision processes), then the values can be computed in polynomial time. It follows that whether the value of a player is equal to a given rational constant in two-level discounted games can be decided in NP intersected coNP. We also give an alternate strategy improvement algorithm to compute the value.

In Angelo Montanari, Margherita Napoli and Mimmo Parente: Proceedings First Symposium on Games, Automata, Logic, and Formal Verification (GANDALF 2010), Minori (Amalfi Coast), Italy, 17-18th June 2010, Electronic Proceedings in Theoretical Computer Science 25, pp. 22–29.
Published: 9th June 2010.

ArXived at: bibtex PDF

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