Definable Zero-Sum Stochastic Games
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Publication:5245020
DOI10.1287/moor.2014.0666zbMath1312.91012arXiv1301.1967MaRDI QIDQ5245020
Stéphane Gaubert, Jérôme Bolte, Guillaume Vigeral
Publication date: 1 April 2015
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1301.1967
risk-sensitive control; nonexpansive mappings; tropical geometry; uniform value; Shapley operator; o-minimal structures; zero-sum stochastic games; nonlinear Perron-Frobenius theory; definable games; definable nonexpansive mappings
91A05: 2-person games
60H30: Applications of stochastic analysis (to PDEs, etc.)
91A15: Stochastic games, stochastic differential games
03C64: Model theory of ordered structures; o-minimality
Related Items
Stochastic Games, The Asymptotic Value in Finite Stochastic Games, A formula for the value of a stochastic game, Ergodicity conditions for zero-sum games, Reversibility and oscillations in zero-sum discounted stochastic games, A zero-sum stochastic game with compact action sets and no asymptotic value, Uniformly supported approximate equilibria in families of games, Solving two-state Markov games with incomplete information on one side, An accretive operator approach to ergodic zero-sum stochastic games, Communicating zero-sum product stochastic games, The operator approach to entropy games, The structure of Nash equilibria in Poisson games, Generic uniqueness of the bias vector of finite zero-sum stochastic games with perfect information, Acyclic Gambling Games
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