A Zero-Sum Stochastic Game with Compact Action Sets and no Asymptotic Value-Reference-Cited by-同舟云学术

A Zero-Sum Stochastic Game with Compact Action Sets and no Asymptotic Value

Published:2013-01-24 Issue:2 Volume:3 Page:172-186
ISSN:2153-0785
Container-title:Dynamic Games and Applications
language:en
Short-container-title:Dyn Games Appl

Author:

Vigeral Guillaume

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Computational Mathematics,Computational Theory and Mathematics,Computer Graphics and Computer-Aided Design,Computer Science Applications,Statistics and Probability,Economics and Econometrics

Link

http://link.springer.com/content/pdf/10.1007/s13235-013-0073-z.pdf

Reference31 articles.

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2. Bather J (1973) Optimal decision procedures for finite Markov chains. Part I: Examples. Adv Appl Probab 5:328–339

3. Bather J (1973) Optimal decision procedures for finite Markov chains. Part II: Communicating systems. Adv Appl Probab 5:521–540

4. Bather J (1973) Optimal decision procedures for finite Markov chains. Part III: General convex systems. Adv Appl Probab 5:541–553

5. Bewley T, Kohlberg E (1976) The asymptotic theory of stochastic games. Math Oper Res 1:197–208

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