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hal.structure.identifier
dc.contributor.authorZiliotto, Bruno
dc.date.accessioned2017-12-05T10:42:00Z
dc.date.available2017-12-05T10:42:00Z
dc.date.issued2016
dc.identifier.issn2224-1981
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/17154
dc.language.isoenen
dc.subjectStochastic gamesen
dc.subjectWeighted payoffsen
dc.subjectAsymptotic valueen
dc.subjectShapley operatoren
dc.subjectUniform valueen
dc.subject.ddc519en
dc.titleGeneral limit value in zero-sum stochastic gamesen
dc.typeArticle accepté pour publication ou publié
dc.description.abstractenBewley and Kohlberg (Math Oper Res 1(3):197–208, 1976) and Mertens and Neyman (Int J Game Theory 10(2):53–66, 1981) have respectively proved the existence of the asymptotic value and the uniform value in zero-sum stochastic games with finite state space and finite action sets. In their work, the total payoff in a stochastic game is defined either as a Cesaro mean or an Abel mean of the stage payoffs. The contribution of this paper is twofold: first, it generalizes the result of Bewley and Kohlberg (1976) to a more general class of payoff evaluations, and it proves with an example that this new result is tight. It also investigates the particular case of absorbing games. Second, for the uniform approach of Mertens and Neyman, this paper provides an example of absorbing game to demonstrate that there is no natural way to generalize their result to a wider class of payoff evaluations.en
dc.relation.isversionofjnlnameInternational Journal of Game Theory
dc.relation.isversionofjnlvol45en
dc.relation.isversionofjnlissue1en
dc.relation.isversionofjnldate2016
dc.relation.isversionofjnlpages353-374en
dc.relation.isversionofdoihttp://dx.doi.org/10.1007/s00182-015-0509-3en
dc.identifier.urlsitehttp://arxiv.org/abs/1410.5231v2en
dc.relation.isversionofjnlpublisherSpringeren
dc.subject.ddclabelProbabilités et mathématiques appliquéesen
dc.relation.forthcomingnonen
dc.relation.forthcomingprintnonen
dc.description.ssrncandidatenonen
dc.description.halcandidatenonen
dc.description.readershiprechercheen
dc.description.audienceInternationalen
dc.relation.Isversionofjnlpeerreviewedouien
dc.relation.Isversionofjnlpeerreviewedouien
dc.date.updated2017-11-09T15:01:34Z
hal.author.functionaut


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