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.

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Year of publication:	2012-12-19
Authors:	Oliu-Barton, Miquel
Institutions:	HAL
Subject:	stochastic game \| asymptotic value

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Extent:	application/pdf
Series:	Working Papers.
Type of publication:	Book / Working Paper
Notes:	View the original document on HAL open archive server: http://halshs.archives-ouvertes.fr/halshs-00772631
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010899794