A zero-sum stochastic game with compact action sets and no asymptotic value
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Publication:367429
DOI10.1007/S13235-013-0073-ZzbMATH Open1280.91026arXiv1301.4540OpenAlexW3101244933MaRDI QIDQ367429FDOQ367429
Authors: Guillaume Vigeral 
Publication date: 16 September 2013
Published in: Dynamic Games and Applications (Search for Journal in Brave)
Abstract: We give an example of a zero-sum stochastic game with four states, compact action sets for each player, and continuous payoff and transition functions, such that the discounted value does not converge as the discount factor tends to 0, and the value of the n-stage game does not converge as n goes to infinity.
Full work available at URL: https://arxiv.org/abs/1301.4540
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