Show simple item record

hal.structure.identifierInstitut de Mathématiques de Jussieu - Paris Rive Gauche [IMJ-PRG (UMR_7586)]
dc.contributor.authorSorin, Sylvain
hal.structure.identifierCEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
dc.contributor.authorVigeral, Guillaume
dc.date.accessioned2019-12-20T11:05:08Z
dc.date.available2019-12-20T11:05:08Z
dc.date.issued2019
dc.identifier.issn2153-0785
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/20363
dc.language.isoenen
dc.subjectZero-sumen
dc.subjectStochastic gameen
dc.subjectAbsorbing gameen
dc.subject.ddc515en
dc.titleLimit optimal trajectories in zero-sum stochastic gamesen
dc.typeArticle accepté pour publication ou publié
dc.description.abstractenWe consider zero-sum stochastic games. For every discount factor λ , a time normalization allows to represent the discounted game as being played during the interval [0, 1]. We introduce the trajectories of cumulated expected payoff and of cumulated occupation measure on the state space up to time t∈[0,1] , under ε -optimal strategies. A limit optimal trajectory is defined as an accumulation point as ( λ,ε) tend to 0. We study existence, uniqueness and characterization of these limit optimal trajectories for compact absorbing games.en
dc.relation.isversionofjnlnameDynamic Games and Applications
dc.relation.isversionofjnldate2019-10
dc.relation.isversionofjnlpages1-18en
dc.relation.isversionofdoi10.1007/s13235-019-00333-zen
dc.identifier.urlsitehttps://hal.archives-ouvertes.fr/hal-01959326en
dc.relation.isversionofjnlpublisherSpringeren
dc.subject.ddclabelAnalyseen
dc.relation.forthcomingnonen
dc.relation.forthcomingprintnonen
dc.description.ssrncandidatenonen
dc.description.halcandidatenonen
dc.description.readershiprechercheen
dc.description.audienceInternationalen
dc.relation.Isversionofjnlpeerreviewedouien
dc.relation.Isversionofjnlpeerreviewedouien
dc.date.updated2019-12-20T11:03:14Z
hal.author.functionaut
hal.author.functionaut


Files in this item

FilesSizeFormatView

There are no files associated with this item.

This item appears in the following Collection(s)

Show simple item record