Constant payoff in zero-sum stochastic games
From MaRDI portal
Publication:2077348
DOI10.1214/20-AIHP1146zbMath1481.91017MaRDI QIDQ2077348
Miquel Oliu-Barton, Olivier Catoni, Bruno Ziliotto
Publication date: 25 February 2022
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Noncooperative games (91A10) Stochastic games, stochastic differential games (91A15) Stochastic matrices (15B51)
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Zero-sum repeated games: counterexamples to the existence of the asymptotic value and the conjecture \({\max}{\min}=\lim v_{n}\)
- A zero-sum stochastic game with compact action sets and no asymptotic value
- Limit optimal trajectories in zero-sum stochastic games
- Asymptotic properties of optimal trajectories in dynamic programming
- The splitting game: value and optimal strategies
- A Uniform Tauberian Theorem in Dynamic Programming
- The Asymptotic Theory of Stochastic Games
- On Stochastic Games with Stationary Optimal Strategies
- New Algorithms for Solving Zero-Sum Stochastic Games
- The Asymptotic Value in Finite Stochastic Games
- Stochastic Games
- A formula for the value of a stochastic game
- Stochastic games
- A first course on zero-sum repeated games
This page was built for publication: Constant payoff in zero-sum stochastic games