Uniform value in recursive games.
type: Item
instance of: scholarly article
title: Uniform value in recursive games.
zbMATH Open document ID: 1040.91018
author: Eilon Solan
author: Nicolas Vieille
published in: The Annals of Applied Probability
publication date: 2003-05-06T00:00:00Z
review text: A recursive game is a stochastic game where the state space is partitioned into two sets, the set \(S\) of nonabsorbing states and the set \(T\) of absorbing states. As long as the game is played in a state of \(S,\) the payoff is \(0\) whatever the players do. Once the game reaches a state in \(T,\) the game remains in a state of the set \(T\) whatever move the players make. In this paper the authors consider a two player recursive game. Suppose \(v_n\) denotes the average payoff of the first n stags. A stochastic game is said to have a uniform value if \(\lim _{n\rightarrow \infty}v_n \) exists. It is known that a uniform value exits if the action and state spaces are finite. In this paper the authors study the conditions under which a recursive game will have a uniform value.
Mathematics Subject Classification ID: 91A15
Mathematics Subject Classification ID: 91A20
zbMATH DE Number: 1906156
zbMATH Keywords: stochastic game
zbMATH Keywords: uniform value
zbMATH Keywords: recursive game
reviewed by: Srinivas Raghava Mohan
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aoap/1037125859
OpenAlex ID: W2051083626
cites work: The Asymptotic Theory of Stochastic Games
cites work: Q3245633
cites work: A Uniform Tauberian Theorem in Dynamic Programming
cites work: Borel stochastic games with lim sup payoff
cites work: Stochastic games
cites work: Minmax and maxmin of repeated games with incomplete information
cites work: Q5186490
cites work: Q5186491
cites work: Universally measurable strategies in zero-sum stochastic games
cites work: Stopping games with randomized strategies
cites work: The maxmin of recursive games with incomplete information on one side
cites work: Stationary Strategies for Recursive Games
cites work: Q4280483
DOI: 10.1214/AOAP/1037125859
description: scientific article; zbMATH DE number 1906156