Playing in stochastic environment: from multi-armed bandits to two-player games

Wieslaw Zielonka
Given a zero-sum infinite game we examine the question if players have optimal memoryless deterministic strategies. It turns out that under some general conditions the problem for two-player games can be reduced to the same problem for one-player games which in turn can be reduced to a simpler related problem for multi-armed bandits.
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