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scientific article; zbMATH DE number 2067953
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scientific article; zbMATH DE number 2067953 |
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27 May 2004
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stochastic game
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strategy for a player
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Shapley equation
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0.79004455
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This paper deals with the traditional model of stochastic games. The concept of a mixed and behavioural strategy is presented. The basic payoff criteria are the finite \(n\)-stage payoff criterion, and a discounted payoff criterion. Next, the Shapley operator and functional equations are studied. This approach leads to ``subgame perfect'' equilibria in non-zero-sum games and a value of the game in zero-sum games. The method corresponds to the dynamic programming concept (the Bellman operator in Markov decision processes). For the entire collection see [Zbl 1027.00040].
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