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hal.structure.identifierCEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
dc.contributor.authorOliu Barton, Miquel
hal.structure.identifierCEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
dc.contributor.authorAttia, Luc
dc.date.accessioned2021-09-16T08:11:32Z
dc.date.available2021-09-16T08:11:32Z
dc.date.issued2021
dc.identifier.issn0364-765X
dc.identifier.urihttps://basepub.dauphine.psl.eu/handle/123456789/21779
dc.language.isoenen
dc.subjectstochastic gameen
dc.subjectmultiparameter eigenvalue problemsen
dc.subjectmatrix pencilen
dc.subjectShapley–Snow kernelen
dc.subjectdiscounted valueen
dc.subjectlimit valueen
dc.subject.ddc515en
dc.titleShapley-Snow kernels, multiparameter eigenvalue problems and stochastic gamesen
dc.typeArticle accepté pour publication ou publié
dc.description.abstractenWe propose a connection between finite zero-sum stochastic games (henceforth stochastic games) and multiparameter eigenvalue problems. This connection, which relies on the theory developed by Shapley and Snow for matrix games, opens new possibilities in the study of stochastic games. In particular, we derive from this connection a handful of new results for stochastic games.en
dc.relation.isversionofjnlnameMathematics of Operations Research
dc.relation.isversionofjnlvol46en
dc.relation.isversionofjnlissue3en
dc.relation.isversionofjnldate2021-03
dc.relation.isversionofjnlpages1181-1202en
dc.relation.isversionofdoi10.1287/moor.2020.1104en
dc.relation.isversionofjnlpublisherINFORMS - Institute for Operations Research and the Management Sciencesen
dc.subject.ddclabelAnalyseen
dc.relation.forthcomingnonen
dc.description.ssrncandidatenon
dc.description.halcandidatenonen
dc.description.readershiprechercheen
dc.description.audienceInternationalen
dc.relation.Isversionofjnlpeerreviewedouien
dc.date.updated2021-09-13T10:16:55Z
hal.author.functionaut
hal.author.functionaut


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