Constant payoff in zero-sum stochastic games

DOI10.1214/20-AIHP1146MaRDI QIDQ2077348zbMATH OpenFDO

Authors Olivier Catoni, Miquel Oliu-Barton, Bruno Ziliotto

Publication date 25 February 2022

Published in Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/20-AIHP1146

zbMATH Keywords

constant payofflimit valuePuiseux serieszero-sum stochastic games

Mathematics Subject Classification ID

Stochastic matrices (15B51) Noncooperative games (91A10) Stochastic games, stochastic differential games (91A15)

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Cites work

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• scientific article; zbMATH DE number 3128733 (Why is no real title available?)
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• Limit optimal trajectories in zero-sum stochastic games
• New algorithms for solving zero-sum stochastic games
• On Stochastic Games with Stationary Optimal Strategies
• Stochastic games
• Stochastic Games
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• The asymptotic value in finite stochastic games
• The splitting game: value and optimal strategies
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Cited in

(3)

• Equilibrium in two-player stochastic games with shift-invariant payoffs
• Absorbing games with irrational values
• Constant payoff property in zero-sum stochastic games with a finite horizon

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