A Zero-Sum Stochastic Game with Compact Action Sets and no Asymptotic Value
Vigeral, Guillaume (2013), A Zero-Sum Stochastic Game with Compact Action Sets and no Asymptotic Value, Dynamic Games and Applications, 3, 2, p. 172-186. http://dx.doi.org/10.1007/s13235-013-0073-z
TypeArticle accepté pour publication ou publié
External document linkhttp://hal.archives-ouvertes.fr/hal-00777704
Journal nameDynamic Games and Applications
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Abstract (EN)We give an example of a zero-sum stochastic game with four states, compact action sets for each player, and continuous payoff and transition functions, such that the discounted value does not converge as the discount factor tends to 0, and the value of the n-stage game does not converge as n goes to infinity.
Subjects / KeywordsCompact action sets; Uniform value; Asymptotic behavior; Zero sum stochastic games
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Generalized iterations of non expansive maps, evolution equations and values of zero-sum stochastic games with varying stage duration Sorin, Sylvain; Vigeral, Guillaume (2015) Document de travail / Working paper