The asymptotic value in finite stochastic games
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.
|Date of creation:||19 Dec 2012|
|Note:||View the original document on HAL open archive server: https://halshs.archives-ouvertes.fr/halshs-00772631|
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- Eilon Solan & Nicolas Vieille, 2010.
"Computing uniformly optimal strategies in two-player stochastic games,"
Springer;Society for the Advancement of Economic Theory (SAET), vol. 42(1), pages 237-253, January.
- Nicolas Vieille & Eilon Solan, 2009. "Computing uniformly optimal strategies in two-player stochastic games," Post-Print hal-00528413, HAL.
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