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

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
Pages
32
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

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