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dc.contributor.authorZiliotto, Bruno
dc.date.accessioned2019-04-17T12:28:39Z
dc.date.available2019-04-17T12:28:39Z
dc.date.issued2018
dc.identifier.issn0899-8256
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/18677
dc.language.isoenen
dc.subjectTauberian theoremen
dc.subjectNonexpansive operatorsen
dc.subjectStochastic gamesen
dc.subjectAsymptotic valueen
dc.subjectWeighted payoffsen
dc.subject.ddc515en
dc.titleTauberian theorems for general iterations of operators: Applications to zero-sum stochastic gamesen
dc.typeArticle accepté pour publication ou publié
dc.description.abstractenThis paper proves several Tauberian theorems for general iterations of operators, and provides two applications to zero-sum stochastic games where the total payoff is a weighted sum of the stage payoffs. The first application is to provide conditions under which the existence of the asymptotic value implies the convergence of the values of the weighted game, as players get more and more patient. The second application concerns stochastic games with finite state space and action sets. This paper builds a simple class of asymptotically optimal strategies in the weighted game, that at each stage play optimally in a discounted game with a discount factor corresponding to the relative weight of the current stage.en
dc.relation.isversionofjnlnameGames and Economic Behavior
dc.relation.isversionofjnlvol108en
dc.relation.isversionofjnlissueMarch 2018en
dc.relation.isversionofjnldate2018
dc.relation.isversionofjnlpages486 - 503en
dc.relation.isversionofdoi10.1016/j.geb.2018.01.009en
dc.identifier.urlsitehttps://hal.archives-ouvertes.fr/hal-01936551en
dc.relation.isversionofjnlpublisherElsevieren
dc.subject.ddclabelAnalyseen
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.updated2019-03-27T09:16:48Z
hal.person.labIds60


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