Lower Semicontinuous Stochastic Games with Imperfect Information
Sengupta, Sailes K.
Ann. Statist., Tome 3 (1975) no. 1, p. 554-558 / Harvested from Project Euclid
Text on Project Euclid
PDF
Alt PDF
Shapely's stochastic game is considered in a more general setting, with the accumulated payoff being regarded as a function on the space of infinite trajectories, and the set of states of the system taken as a compact metric space. It has been shown that any game with a lower semicontinuous payoff has value and one of the players has an optimal strategy. As a consequence, in Shapley's game both players have optimal strategies.
Publié le : 1975-03-14
Classification:  
@article{1176343088,
     author = {Sengupta, Sailes K.},
     title = {Lower Semicontinuous Stochastic Games with Imperfect Information},
     journal = {Ann. Statist.},
     volume = {3},
     number = {1},
     year = {1975},
     pages = { 554-558},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176343088}
}

Sengupta, Sailes K. Lower Semicontinuous Stochastic Games with Imperfect Information. Ann. Statist., Tome 3 (1975) no. 1, pp.  554-558. http://gdmltest.u-ga.fr/item/1176343088/