Turnpike theorems for Markov games
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Publication:369470
DOI10.1007/S13235-012-0047-6zbMATH Open1272.91027arXiv1203.6553OpenAlexW2061042537MaRDI QIDQ369470FDOQ369470
Authors: Vassili Kolokoltsov, Wei Yang 
Publication date: 24 September 2013
Published in: Dynamic Games and Applications (Search for Journal in Brave)
Abstract: This paper has a two-folded purpose. First, we attempt to outline the development of the turnpike theorems in the the last several decades. Second, we study turnpike theorems in finite-horizon two-person zero-sum Markov games on a general Borel state space. Utilising the Bellman (or Shapley) operator defined for this game, we prove the stochastic versions of the early turnpike theorem on the set of optimal strategies and the middle turnpike theorem on the distribution of the state space.
Full work available at URL: https://arxiv.org/abs/1203.6553
Recommendations
Markov gamesturnpike theoremaverage costearly turnpikegeneral Borel state spacemiddle turnpiketurnpike on strategiesturnpike on the distribution of states
Differential games (aspects of game theory) (91A23) 2-person games (91A05) Stochastic games, stochastic differential games (91A15)
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