Minimax representation of nonexpansive functions and application to zero-sum recursive games

zbMath1386.49009arXiv1605.04518MaRDI QIDQ4609985

Antoine Hochart, Marianne Akian, Stéphane Gaubert

Publication date: 27 March 2018

Full work available at URL: https://arxiv.org/abs/1605.04518

zbMATH Keywords

zero-sum gamesrisk measuresnonexpansive mapsShapley operatorsminimax representationrecursive gamesweak Minkowski norms

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Existence of solutions for minimax problems (49J35) Stochastic games, stochastic differential games (91A15) Convexity of real functions of several variables, generalizations (26B25) Discrete approximations in optimal control (49M25)

Related Items (3)

Perspective functions: properties, constructions, and examples ⋮ Submathematics and tropical mathematics ⋮ Asymmetric free spaces and canonical asymmetrizations

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