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A solution for stochastic games. (arXiv:1809.06102v1 [math.PR])
来源于:arXiv
Stochastic games are repeated games in which a state variable follows a
Markov chain controlled by both players. The model was initially proposed by
Shapley (1953) who proved the existence of the discounted values. In spite of
the great interest that it generated, the convergence of the values was proved
more than 20 years later, by Bewley and Kohlberg (1976). The importance of this
limit raised a few years later, when Mertens and Neyman (1981) proved it to be
a deep and robust notion. A characterization has been missing since then. In
this paper, we provide one. 查看全文>>