Shapley-Snow kernels, multiparameter eigenvalue problems and zero-sum stochastic games

Oliu-Barton, Miquel; Attia, Luc

Oliu-Barton, Miquel; Attia, Luc (2019), Shapley-Snow kernels, multiparameter eigenvalue problems and zero-sum stochastic games. https://basepub.dauphine.fr/handle/123456789/20712

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SSK_in_stochastic_games(14_04_19).pdf (536.2Kb)

Type

Document de travail / Working paper

Date

2019

Publisher

Cahier de recherche CEREMADE, Université Paris-Dauphine

Published in

Paris

Metadata

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Author(s)

Oliu-Barton, Miquel
CEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
Attia, Luc
Ecole Polytechnique

Abstract (EN)

We establish, for the first time, a connection between stochastic games and multiparameter eigenvalue problems, using the theory developed by Shapley and Snow (1950). This connection provides new results, new proofs, and new tools for studying stochastic games.

Subjects / Keywords

stochastic games; multiparameter eigenvalue problems