Acyclic Gambling Games

DOI10.1287/moor.2019.1030zbMath1455.91036arXiv1702.06866OpenAlexW2589310628MaRDI QIDQ3387922

Jérôme Renault, Rida Laraki

Publication date: 8 January 2021

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1702.06866

zbMATH Keywords

Markov decision processzero-sum stochastic gamesgambling theoryMertens-Zamir systemasymptotic and uniform valuesplitting games

Mathematics Subject Classification ID

2-person games (91A05) Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic games, stochastic differential games (91A15) Markov and semi-Markov decision processes (90C40) Probabilistic games; gambling (91A60)

Related Items (6)

Interactive Information Design ⋮ Generic uniqueness of the bias vector of finite zero-sum stochastic games with perfect information ⋮ Asymptotically optimal strategies in repeated games with incomplete information and vanishing weights ⋮ Long information design ⋮ Splitting games over finite sets ⋮ Communicating zero-sum product stochastic games

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