Shapley-Snow kernels, multiparameter eigenvalue problems, and stochastic games

DOI10.1287/MOOR.2020.1104MaRDI QIDQ4958562zbMATH OpenOpenAlexFDO

Authors Luc Attia, Miquel Oliu-Barton

Publication date 14 September 2021

Published in Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1810.08798

zbMATH Keywords

discounted valuelimit valuematrix pencilmultiparameter eigenvalue problemsShapley-Snow kernelstochastic game

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Matrix pencils (15A22) Noncooperative games (91A10) Stochastic games, stochastic differential games (91A15)

Abstract: We establish, for the first time, a connection between stochastic games and multiparameter eigenvalue problems, using the theory developed by Shapley and Snow (1950). This connection provides new results, new proofs, and new tools for studying stochastic games.

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Cited in

(4)

• On the singular two-parameter eigenvalue problem. II
• Welfare-maximizing correlated equilibria using Kantorovich polynomials with sparsity
• Absorbing games with irrational values
• Stationary equilibria in discounted stochastic games

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