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dc.contributor.authorSorin, Sylvain
dc.contributor.authorVigeral, Guillaume
dc.date.accessioned2015-02-25T10:35:19Z
dc.date.available2015-02-25T10:35:19Z
dc.date.issued2015
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/14700
dc.language.isoenen
dc.subjectnon expansive mapen
dc.subjectShapley operatorsen
dc.subjectstochastic gamesen
dc.subject.ddc519en
dc.titleGeneralized iterations of non expansive maps, evolution equations and values of zero-sum stochastic games with varying stage durationen
dc.typeDocument de travail / Working paper
dc.contributor.editoruniversityotherSorbonne Universités, UPMC Univ Paris 0;France
dc.description.abstractenWe study the links between the values of stochastic games wit h varying stage du- ration h , the corresponding Shapley operators T and T h and the solution of ̇ f t = ( T − Id ) f t . For a large class of stochastic games we establish two kinds o f results, under both the discounted or the finite duration framework. On the one hand, for a fixed ho rizon or discount factor, the value converges as the stage duration go to 0. On the other han d, the asymptotic behavior of the normalized value as the horizon goes to infinity, or as the discount factor goes to 0, does not depend on the stage duration.en
dc.publisher.nameUniversité Paris-Dauphineen
dc.publisher.cityParisen
dc.identifier.citationpages10en
dc.identifier.urlsitehttp://arxiv.org/pdf/1502.04000.pdfen
dc.subject.ddclabelProbabilités et mathématiques appliquéesen
dc.description.submittednonen


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