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Stochastic limit-average games are in EXPTIME

Author

Listed:
  • Krishnendu Chatterjee

    ()

  • Rupak Majumdar

    ()

  • Thomas Henzinger

    ()

Abstract

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Suggested Citation

  • Krishnendu Chatterjee & Rupak Majumdar & Thomas Henzinger, 2008. "Stochastic limit-average games are in EXPTIME," International Journal of Game Theory, Springer;Game Theory Society, vol. 37(2), pages 219-234, June.
  • Handle: RePEc:spr:jogath:v:37:y:2008:i:2:p:219-234
    DOI: 10.1007/s00182-007-0110-5
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    References listed on IDEAS

    as
    1. Mertens, Jean-Francois, 2002. "Stochastic games," Handbook of Game Theory with Economic Applications,in: R.J. Aumann & S. Hart (ed.), Handbook of Game Theory with Economic Applications, edition 1, volume 3, chapter 47, pages 1809-1832 Elsevier.
    2. A. J. Hoffman & R. M. Karp, 1966. "On Nonterminating Stochastic Games," Management Science, INFORMS, vol. 12(5), pages 359-370, January.
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    Cited by:

    1. Bernhard Stengel, 2010. "Computation of Nash equilibria in finite games: introduction to the symposium," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 42(1), pages 1-7, January.
    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.
    3. repec:spr:dyngam:v:8:y:2018:i:1:d:10.1007_s13235-016-0199-x is not listed on IDEAS

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