A Zero-Sum Stochastic Game with Compact Action Sets and no Asymptotic Value
We give an example of a zero-sum stochastic game with four states, compact action sets for each player, and continuous payoff and transition functions, such that the discounted value does not converge as the discount factor tends to 0, and the value of the n-stage game does not converge as n goes to infinity.
|Date of creation:||2013|
|Date of revision:|
|Publication status:||Published in Dynamic Games and Applications, 2013, Vol. 3, no. 2. pp. 172-186.Length: 14 pages|
|Contact details of provider:|| Web page: http://www.dauphine.fr/en/welcome.html|
More information through EDIRC
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Pierre Cardaliaguet & Rida Laraki & Sylvain Sorin, 2012.
"A Continuous Time Approach for the Asymptotic Value in Two-Person Zero-Sum Repeated Games,"
- Cardaliaguet, Pierre & Laraki, Rida & Sorin, Sylvain, 2012. "A Continuous Time Approach for the Asymptotic Value in Two-Person Zero-Sum Repeated Games," Economics Papers from University Paris Dauphine 123456789/6775, Paris Dauphine University.
- Renault, Jérôme, 2008. "The value of repeated games with an informed controller," Economics Papers from University Paris Dauphine 123456789/6248, Paris Dauphine University.
When requesting a correction, please mention this item's handle: RePEc:dau:papers:123456789/10880. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Alexandre Faure)
If references are entirely missing, you can add them using this form.