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Zero-sum Stochastic Games: Limit Optimal Trajectories

hal.structure.identifierInstitut de Mathématiques de Jussieu - Paris Rive Gauche [IMJ-PRG (UMR_7586)]
dc.contributor.authorSorin, Sylvain
hal.structure.identifierCEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
dc.contributor.authorVigeral, Guillaume
dc.date.accessioned2019-04-17T12:22:52Z
dc.date.available2019-04-17T12:22:52Z
dc.date.issued2018
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/18674
dc.language.isoenen
dc.subjectstochastic gamesen
dc.subject.ddc515en
dc.titleZero-sum Stochastic Games: Limit Optimal Trajectoriesen
dc.typeDocument de travail / Working paper
dc.description.abstractenWe 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.en
dc.publisher.nameCahier de recherche CEREMADE, Université Paris-Dauphineen
dc.publisher.cityParisen
dc.identifier.citationpages20en
dc.relation.ispartofseriestitleCahier de recherche CEREMADE, Université Paris-Dauphineen
dc.identifier.urlsitehttps://hal.archives-ouvertes.fr/hal-01959326en
dc.subject.ddclabelAnalyseen
dc.identifier.citationdate2018
dc.description.ssrncandidatenonen
dc.description.halcandidatenonen
dc.description.readershiprechercheen
dc.description.audienceInternationalen
dc.date.updated2019-03-26T15:39:19Z
hal.author.functionaut
hal.author.functionaut


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