Uniform Value in Recursive Games
We address the problem of existence of the uniform value in recursive games. We give two existence results. (i) The uniform value is shown to exist if the state space is countable, the action sets are finite and if, for some a > 0, there are finitely many states in which the limsup value is less than a. (ii) For games with non-negative payoff function, it is sufficient that the action set of player 2 is finite. The finiteness assumption can be further weakened.
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- 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.
- Nowak, Andrzej S. & Szajowski, Krzysztof, 1998. "Nonzero-sum Stochastic Games," MPRA Paper 19995, University Library of Munich, Germany, revised 1999.
- Mertens, J.-F., 1986. "Repeated games," CORE Discussion Papers 1986024, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Rosenberg, Dinah & Vieille, Nicolas, 2000. "The Maxmin of Recursive Games with Incomplete Information on one Side," Economics Papers from University Paris Dauphine 123456789/6231, Paris Dauphine University.
- Dinah Rosenberg & Eilon Solan & Nicolas Vieille, 1999. "Stopping Games with Randomized Strategies," Discussion Papers 1258, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
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