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1 novembre 2002
- handle: 10670/1.cxzzlr
- hal: hal-00465002
- doi: 10.1214/aoap/1037125859
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info:eu-repo/semantics/altIdentifier/doi/10.1214/aoap/1037125859
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Stochastic games value uniform valueSujets proches
Standard of valueCiter ce document
Eilon Solan et al., « Uniform value in recursive games », HAL-SHS : économie et finance, ID : 10.1214/aoap/1037125859
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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.