Name
Abstract | ||
|---|---|---|
AbstractWe consider two-person zero-sum games where the players control, at discrete times { t n} induced by a partition Îï of ℝ+, a continuous time Markov process. We prove that the limit of the values Ïï Îï exist as the mesh of Îï goes to 0. The analysis covers the cases of 1 stochastic games where both players know the state, and 2 games with unknown state and symmetric signals.The proof is by reduction to deterministic differential games. |
Year | DOI | Venue |
|---|---|---|
2018 | 10.1287/moor.2017.0851 | Periodicals |
Keywords | Field | DocType |
dynamic games,zero sum,limit value,vanishing stage duration | Discrete mathematics,Combinatorics,Mathematical optimization,Markov chain,Differential game,Zero-sum game,Partition (number theory),Mathematics | Journal |
Volume | Issue | ISSN |
43 | 1 | 0364-765X |
Citations | PageRank | References |
1 | 0.37 | 10 |
Authors | ||
1 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Sylvain Sorin | 1 | 300 | 49.48 |