Operator approach to values of stochastic games with varying stage duration
From MaRDI portal
(Redirected from Publication:267102)
Abstract: We study the links between the values of stochastic games with varying stage duration , the corresponding Shapley operators and and the solution of . Considering general non expansive maps we establish two kinds of results, under both the discounted or the finite length framework, that apply to the class of "exact" stochastic games. First, for a fixed length or discount factor, the value converges as the stage duration go to 0. Second, the asymptotic behavior of the value as the length goes to infinity, or as the discount factor goes to 0, does not depend on the stage duration. In addition, these properties imply the existence of the value of the finite length or discounted continuous time game (associated to a continuous time jointly controlled Markov process), as the limit of the value of any time discretization with vanishing mesh.
Recommendations
- An operator solution of stochastic games
- scientific article; zbMATH DE number 953299
- Stochastic games with short-stage duration
- Operational calculus in noncooperative stochastic games
- Continuous-time stochastic games of fixed duration
- An accretive operator approach to ergodic zero-sum stochastic games
- On the value of stochastic differential games
- Discrete versus continuous operational calculus in antagonistic stochastic games
- Juegos estocasticos continuos: Valor y estrategias optimas
- An operator approach to zero-sum repeated games
Cites work
- scientific article; zbMATH DE number 426213 (Why is no real title available?)
- scientific article; zbMATH DE number 3573634 (Why is no real title available?)
- scientific article; zbMATH DE number 2067957 (Why is no real title available?)
- scientific article; zbMATH DE number 2067975 (Why is no real title available?)
- scientific article; zbMATH DE number 2067976 (Why is no real title available?)
- scientific article; zbMATH DE number 3205837 (Why is no real title available?)
- scientific article; zbMATH DE number 3398324 (Why is no real title available?)
- A zero-sum stochastic game with compact action sets and no asymptotic value
- Accretive sets and differental equations in Banach spaces
- An operator approach to zero-sum repeated games
- Approximation of semi-groups of nonlinear operators
- Asymptotic properties of monotonic nonexpansive mappings
- Evolution equations in discrete and continuous time for nonexpansive operators in Banach spaces
- Repeated Games
- Repeated games with public uncertain duration process
- Selected topics on continuous-time controlled Markov chains and Markov games
- Stochastic Games
- Stochastic games with short-stage duration
- Universally measurable strategies in zero-sum stochastic games
- Zero-sum continuous-time Markov games with unbounded transition and discounted payoff rates
- Zero-sum games for continuous-time Markov chains with unbounded transition and average payoff rates
- Zero-sum repeated games: counterexamples to the existence of the asymptotic value and the conjecture \({\max}{\min}=\lim v_{n}\)
Cited in
(6)- Stochastic games with short-stage duration
- On preemption in discrete and continuous time
- Limit value of dynamic zero-sum games with vanishing stage duration
- An accretive operator approach to ergodic zero-sum stochastic games
- Evolution equations in discrete and continuous time for nonexpansive operators in Banach spaces
- scientific article; zbMATH DE number 3948049 (Why is no real title available?)
This page was built for publication: Operator approach to values of stochastic games with varying stage duration
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q267102)
