Limit optimal trajectories in zero-sum stochastic games
Sorin, Sylvain; Vigeral, Guillaume (2020), Limit optimal trajectories in zero-sum stochastic games, Dynamic Games and Applications, 10, 2, p. 555-572. 10.1007/s13235-019-00333-z
Type
Article accepté pour publication ou publiéExternal document link
https://hal.archives-ouvertes.fr/hal-01959326Date
2020Journal name
Dynamic Games and ApplicationsVolume
10Number
2Publisher
Springer
Pages
555-572
Publication identifier
Metadata
Show full item recordAbstract (EN)
We consider zero-sum stochastic games. For every discount factor λ , a time normalization allows to represent the discounted game as being played during the interval [0, 1]. We introduce the trajectories of cumulated expected payoff and of cumulated occupation measure on the state space up to time t∈[0,1] , under ε -optimal strategies. A limit optimal trajectory is defined as an accumulation point as ( λ,ε) tend to 0. We study existence, uniqueness and characterization of these limit optimal trajectories for compact absorbing games.Subjects / Keywords
Zero-sum; Stochastic game; Absorbing gameRelated items
Showing items related by title and author.
-
Sorin, Sylvain; Vigeral, Guillaume (2018) Document de travail / Working paper
-
Sorin, Sylvain; Vigeral, Guillaume (2015) Article accepté pour publication ou publié
-
Vigeral, Guillaume; Sorin, Sylvain (2013) Article accepté pour publication ou publié
-
Sorin, Sylvain; Vigeral, Guillaume (2015) Document de travail / Working paper
-
Vigeral, Guillaume (2012) Document de travail / Working paper