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Zero-sum Stochastic Games: Limit Optimal Trajectories

Sorin, Sylvain; Vigeral, Guillaume (2018), Zero-sum Stochastic Games: Limit Optimal Trajectories. https://basepub.dauphine.fr/handle/123456789/18674

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Type
Document de travail / Working paper
External document link
https://hal.archives-ouvertes.fr/hal-01959326
Date
2018
Publisher
Cahier de recherche CEREMADE, Université Paris-Dauphine
Series title
Cahier de recherche CEREMADE, Université Paris-Dauphine
Published in
Paris
Pages
20
Metadata
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Author(s)
Sorin, Sylvain
Institut de Mathématiques de Jussieu - Paris Rive Gauche [IMJ-PRG (UMR_7586)]
Vigeral, Guillaume
CEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
Abstract (EN)
We consider zero sum stochastic games. For every discount factor λ, a time normalization allows to represent the game as being played on the interval [0, 1]. We introduce the trajectories of cumulated expected payoff and of cumulated occupation measure up to time t ∈ [0, 1], under ε-optimal strategies. A limit optimal trajectory is defined as an accumulation point as the discount factor tends to 0. We study existence, uniqueness and characterization of these limit optimal trajectories for absorbing games.
Subjects / Keywords
stochastic games