An Objective Improvement Approach to Solving Discounted Payoff Games

TL;DR

This paper introduces a novel, symmetric approach to solving discounted payoff games that challenges traditional methods, providing a new perspective on convergence to optimal solutions.

Contribution

It presents a new symmetric method for solving discounted payoff games, diverging from strategy improvement and value iteration techniques.

Findings

Proposes a symmetric convergence method for payoff games.

Challenges existing paradigms of solution techniques.

Offers potential for more unified solution approaches.

Abstract

While discounted payoff games and classic games that reduce to them, like parity and mean-payoff games, are symmetric, their solutions are not. We have taken a fresh view on the constraints that optimal solutions need to satisfy, and devised a novel way to converge to them, which is entirely symmetric. It also challenges the gospel that methods for solving payoff games are either based on strategy improvement or on value iteration.