Definable Zero-Sum Stochastic Games

DOI10.1287/moor.2014.0666zbMath1312.91012arXiv1301.1967OpenAlexW2071365423MaRDI QIDQ5245020

Stéphane Gaubert, Jérôme Bolte, Guillaume Vigeral

Publication date: 1 April 2015

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

Full work available at URL: https://arxiv.org/abs/1301.1967

zbMATH Keywords

risk-sensitive controlnonexpansive mappingstropical geometryuniform valueShapley operatoro-minimal structureszero-sum stochastic gamesnonlinear Perron-Frobenius theorydefinable gamesdefinable nonexpansive mappings

Mathematics Subject Classification ID

2-person games (91A05) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic games, stochastic differential games (91A15) Model theory of ordered structures; o-minimality (03C64)

Related Items (14)

The structure of Nash equilibria in Poisson games ⋮ A zero-sum stochastic game with compact action sets and no asymptotic value ⋮ Generic uniqueness of the bias vector of finite zero-sum stochastic games with perfect information ⋮ Solving two-state Markov games with incomplete information on one side ⋮ Stochastic Games ⋮ An accretive operator approach to ergodic zero-sum stochastic games ⋮ Acyclic Gambling Games ⋮ Communicating zero-sum product stochastic games ⋮ The operator approach to entropy games ⋮ Uniformly supported approximate equilibria in families of games ⋮ The Asymptotic Value in Finite Stochastic Games ⋮ A formula for the value of a stochastic game ⋮ Ergodicity conditions for zero-sum games ⋮ Reversibility and oscillations in zero-sum discounted stochastic games

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