Name
Abstract | ||
|---|---|---|
Dubins and Savage (How to gamble if you must: inequalities for stochastic processes, McGraw-Hill, New York, 1965) found an optimal strategy for limsup gambling problems in which a player has at most two choices at every state x at most one of which could differ from the point mass delta(x). Their result is extended here to a family of two-person, zero-sum stochastic games in which each player is similarly restricted. For these games we show that player 1 always has a pure optimal stationary strategy and that player 2 has a pure epsilon-optimal stationary strategy for every epsilon > 0. However, player 2 has no optimal strategy in general. A generalization to n-person games is formulated and epsilon-equilibria are constructed. |
Year | DOI | Venue |
|---|---|---|
2021 | 10.1007/s00182-021-00762-4 | INTERNATIONAL JOURNAL OF GAME THEORY |
Keywords | DocType | Volume |
Stochastic game, Optimal strategy, Equilibrium, Limsup payoff, Liminf payoff | Journal | 50 |
Issue | ISSN | Citations |
2 | 0020-7276 | 0 |
PageRank | References | Authors |
0.34 | 0 | 3 |
Name | Order | Citations | PageRank |
|---|---|---|---|
| János Flesch | 1 | 0 | 0.34 |
| Arkadi Predtetchinski | 2 | 0 | 0.34 |
| William D. Sudderth | 3 | 62 | 16.34 |