Uniform value in recursive games

Solan, Eilon; Vieille, Nicolas

Ann. Appl. Probab., Tome 12 (2002) no. 1, p. 1185-1201 / Harvested from Project Euclid

Résumé

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 nonnegative payoff function, it is sufficient that the action set of player 2 is finite. The finiteness assumption can be further weakened.

Publié le : 2002-11-14
Classification: Stochastic games, value, uniform value, 91A15, 91A05

@article{1037125859,
     author = {Solan, Eilon and Vieille, Nicolas},
     title = {Uniform value in recursive games},
     journal = {Ann. Appl. Probab.},
     volume = {12},
     number = {1},
     year = {2002},
     pages = { 1185-1201},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1037125859}
}

Solan, Eilon; Vieille, Nicolas. Uniform value in recursive games. Ann. Appl. Probab., Tome 12 (2002) no. 1, pp.  1185-1201. http://gdmltest.u-ga.fr/item/1037125859/