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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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http://hal.archives-ouvertes.fr/hal-00777704
Date
2013
Nom de la revue
Dynamic Games and Applications
Volume
3
Numéro
2
Éditeur
Springer
Pages
172-186
Identifiant publication
Métadonnées
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Auteur(s)
Vigeral, Guillaume
Résumé (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.
Mots-clés
Compact action sets; Uniform value; Asymptotic behavior; Zero sum stochastic games
JEL
C73 - Stochastic and Dynamic Games; Evolutionary Games; Repeated Games