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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 publié
External document link
https://hal.archives-ouvertes.fr/hal-01959326
Date
2020
Journal name
Dynamic Games and Applications
Volume
10
Number
2
Publisher
Springer
Pages
555-572
Publication identifier
10.1007/s13235-019-00333-z
Metadata
Show full item record
Author(s)
Sorin, Sylvain
Vigeral, Guillaume
Abstract (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 game

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