General limit value in zero-sum stochastic games

DOI10.1007/S00182-015-0509-3zbMATH Open1388.91047arXiv1410.5231OpenAlexW2274699838MaRDI QIDQ267100FDOQ267100

Authors: Bruno Ziliotto 

Publication date: 8 April 2016

Published in: International Journal of Game Theory (Search for Journal in Brave)

Abstract: Bewley and Kohlberg (1976) and Mertens and Neyman (1981) have proved, respectively, the existence of the asymptotic value and the uniform value in zero-sum stochastic games with finite state space and finite action sets. In their work, the total payoff in a stochastic game is defined either as a Cesaro mean or an Abel mean of the stage payoffs. This paper presents two findings: first, we generalize the result of Bewley and Kohlberg to a more general class of payoff evaluations and we prove with a counterexample that this result is tight. We also investigate the particular case of absorbing games. Second, for the uniform approach of Mertens and Neyman, we provide another counterexample to demonstrate that there is no natural way to generalize the result of Mertens and Neyman to a wider class of payoff evaluations.

Full work available at URL: https://arxiv.org/abs/1410.5231

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zbMATH Keywords

asymptotic valueShapley operatorstochastic gamesuniform valueweighted payoffs

Mathematics Subject Classification ID

Stochastic games, stochastic differential games (91A15)

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Cited In (15)

• Title not available (Why is that?)
• A zero-sum stochastic game with compact action sets and no asymptotic value
• Title not available (Why is that?)
• On Tauberian theorem for stationary Nash equilibria
• Tauberian theorem for value functions
• Definable zero-sum stochastic games
• The asymptotic value in finite stochastic games
• Tauberian theorems for general iterations of operators: applications to zero-sum stochastic games
• Limit value for optimal control with general means
• The folk theorem for repeated games with time-dependent discounting
• Limit optimal trajectories in zero-sum stochastic games
• General limit value for stationary Nash equilibrium
• Tauberian theorem for games with unbounded running cost
• Asymptotics of values in dynamic games on large intervals
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