The Asymptotic Value in Finite Stochastic Games

DOI10.1287/moor.2013.0642zbMath1308.91028arXiv1301.2450OpenAlexW2949105408MaRDI QIDQ5244864

Miquel Oliu-Barton

Publication date: 31 March 2015

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1301.2450

zbMATH Keywords

optimal strategiesstochastic gameuniform valueasymptotic valueShapley operator

Mathematics Subject Classification ID

Linear programming (90C05) 2-person games (91A05) Stochastic games, stochastic differential games (91A15)

Related Items (9)

General limit value in zero-sum stochastic games ⋮ A zero-sum stochastic game with compact action sets and no asymptotic value ⋮ Best-response dynamics in zero-sum stochastic games ⋮ An elementary proof that additive i-likelihood characterizes the supports of consistent assessments ⋮ Differential games with asymmetric information and without Isaacs' condition ⋮ Shapley–Snow Kernels, Multiparameter Eigenvalue Problems, and Stochastic Games ⋮ New Algorithms for Solving Zero-Sum Stochastic Games ⋮ Constant payoff in zero-sum stochastic games ⋮ A formula for the value of a stochastic game

Cites Work

• A zero-sum stochastic game with compact action sets and no asymptotic value
• Computing uniformly optimal strategies in two-player stochastic games
• Continuity of the value of competitive Markov decision processes
• Absorbing Games with Compact Action Spaces
• The Asymptotic Theory of Stochastic Games
• Definable Zero-Sum Stochastic Games
• Stochastic Games
• Stochastic games

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