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Dynamic Discrete-Time Zero-Sum Games

In: Turnpike Phenomenon and Infinite Horizon Optimal Control

Author

Listed:
  • Alexander J. Zaslavski

    (Technion - Israel Institute of Technology)

Abstract

In this chapter we study the existence and structure of solutions for dynamic discrete-time two-player zero-sum games and establish a turnpike result. This result describes the structure of approximate solutions which is independent of the length of the interval, for all sufficiently large intervals. We also show that for each initial state there exists a pair of overtaking equilibria strategies over an infinite horizon.

Suggested Citation

  • Alexander J. Zaslavski, 2014. "Dynamic Discrete-Time Zero-Sum Games," Springer Optimization and Its Applications, in: Turnpike Phenomenon and Infinite Horizon Optimal Control, edition 127, chapter 0, pages 339-363, Springer.
    • Handle: RePEc:spr:spochp:978-3-319-08828-0_5
    DOI: 10.1007/978-3-319-08828-0_5
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