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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

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Type
Article accepté pour publication ou publié
External document link
http://hal.archives-ouvertes.fr/hal-00777704
Date
2013
Journal name
Dynamic Games and Applications
Volume
3
Number
2
Publisher
Springer
Pages
172-186
Publication identifier
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Author(s)
Vigeral, Guillaume
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 / Keywords
Compact action sets; Uniform value; Asymptotic behavior; Zero sum stochastic games
JEL
C73 - Stochastic and Dynamic Games; Evolutionary Games; Repeated Games