Show simple item record

dc.contributor.authorAttia, Luc
dc.contributor.authorOliu Barton, Miquel
dc.date.accessioned2020-01-06T11:19:12Z
dc.date.available2020-01-06T11:19:12Z
dc.date.issued2019
dc.identifier.issn0027-8424
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/20375
dc.language.isoenen
dc.subjectstochastic games
dc.subjectrepeated games
dc.subjectdynamic programming
dc.subject.ddc519en
dc.titleA formula for the value of a stochastic game
dc.typeArticle accepté pour publication ou publié
dc.contributor.editoruniversityotherEcole polytechnique
dc.description.abstractenIn 1953, Lloyd Shapley defined the model of stochastic games, which were the first general dynamic model of a game to be defined, and proved that competitive stochastic games have a discounted value. In 1982, Jean-François Mertens and Abraham Neyman proved that competitive stochastic games admit a robust solution concept, the value, which is equal to the limit of the discounted values as the discount rate goes to 0. Both contributions were published in PNAS. In the present paper, we provide a tractable formula for the value of competitive stochastic games.
dc.relation.isversionofjnlnameProceedings of the National Academy of Sciences of the United States of America
dc.relation.isversionofjnlvol116
dc.relation.isversionofjnlissue52
dc.relation.isversionofjnldate2019
dc.relation.isversionofjnlpages26435-26443
dc.relation.isversionofdoihttps://doi.org/10.1073/pnas.1908643116
dc.identifier.urlsitehttps://www.pnas.org/content/116/52/26435.short?rss=1
dc.relation.isversionofjnlpublisherNational Academy of sciences
dc.subject.ddclabelProbabilités et mathématiques appliquéesen
dc.relation.forthcomingnonen
dc.relation.forthcomingprintnonen
dc.description.ssrncandidatenon
dc.description.halcandidateoui
dc.description.readershiprecherche
dc.description.audienceInternational
dc.relation.Isversionofjnlpeerreviewedoui
dc.date.updated2020-05-30T08:54:58Z
hal.person.labIds*
hal.person.labIds60*
hal.identifierhal-02428913*


Files in this item

Thumbnail

This item appears in the following Collection(s)

Show simple item record