Uniform value in recursive games

Eilon Solan (1) , Nicolas Vieille (2)

1 TAU - Tel Aviv University
2 GREGH - Groupement de Recherche et d'Etudes en Gestion à HEC

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.

Mots clés: Stochastic games; value; uniform value

Domaines: Economie et sciences de la décision

Eilon Solan, Nicolas Vieille. Uniform value in recursive games. The Annals of Applied Probability, 2002, Vol.12,n°4, pp.1185-1201. ⟨10.1214/aoap/1037125859⟩. ⟨hal-00465002⟩