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The asymptotic value in finite stochastic games

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  • Miquel Oliu-Barton

    (UPMC - Université Pierre et Marie Curie - Paris 6)

Abstract

We provide a direct, self-contained proof for the existence of the limit, as λ→0, of the values of a λ-discounted finite two-person zero-sum stochastic game.

Suggested Citation

  • Miquel Oliu-Barton, 2012. "The asymptotic value in finite stochastic games," Working Papers halshs-00772631, HAL.
    • Handle: RePEc:hal:wpaper:halshs-00772631
    Note: View the original document on HAL open archive server: https://shs.hal.science/halshs-00772631
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    References listed on IDEAS

    as
    1. Truman Bewley & Elon Kohlberg, 1976. "The Asymptotic Theory of Stochastic Games," Mathematics of Operations Research, INFORMS, vol. 1(3), pages 197-208, August.
    2. Eilon Solan & Nicolas Vieille, 2010. "Computing uniformly optimal strategies in two-player stochastic games," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 42(1), pages 237-253, January.
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    Cited by:

    1. Guillaume Vigeral, 2013. "A Zero-Sum Stochastic Game with Compact Action Sets and no Asymptotic Value," Dynamic Games and Applications, Springer, vol. 3(2), pages 172-186, June.

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    More about this item

    Keywords

    stochastic game; asymptotic value;

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