Small perturbations and stochastic games (Q1594891)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Small perturbations and stochastic games |
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Small perturbations and stochastic games (English)
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21 May 2002
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The purpose of this note is to apply results from the theory of Markov chains with rare transitions to stochastic games. The results obtained here are extensively used by the author [Two-player stochastic games I, II, ibid. 119, 55-91 (2000; Zbl 0974.91005) and ibid. 119, 93-126 (2000; Zbl 0978.91007)] to prove that every two-player stochastic game with finite state and action sets has an equilibrium payoff.
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stochastic games
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equilibrium payoff
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Markov chain
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rare transition probability
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