Memoryless Strategies in Stochastic Reachability Games
Stefan Kiefer, Richard Mayr, Mahsa Shirmohammadi, Patrick Totzke
TL;DR
The paper investigates memoryless strategies in two-player concurrent stochastic reachability games, focusing on when Max can achieve optimal or near-optimal reachability probabilities. It introduces a martingale-based framework and a leaky-safety reduction to convert reachability questions into safety problems, enabling constructive existence results. The authors provide an alternative, simpler proof that Max, when optimal strategies exist, can be chosen as randomized memoryless in finite-state, finite-Min-action games, and extend this to countably infinite Max actions; they also establish ε-optimal and optimal results for reachability under finite action assumptions, and present counterexamples illustrating the necessity of those finiteness conditions. The work clarifies the boundary between memoryless sufficiency and the need for memory in more general (infinite) settings, with implications for algorithmic design in stochastic game analysis. Overall, it offers a principled, construction-based approach to memoryless strategies in concurrency-laden reachability games and delineates the role of finiteness in guaranteeing optimality.
Abstract
We study concurrent stochastic reachability games played on finite graphs. Two players, Max and Min, seek respectively to maximize and minimize the probability of reaching a set of target states. We prove that Max has a memoryless strategy that is optimal from all states that have an optimal strategy. Our construction provides an alternative proof of this result by Bordais, Bouyer and Le Roux, and strengthens it, as we allow Max's action sets to be countably infinite.
