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Journal articles

Small perturbations and stochastic games

Nicolas Vieille 1, 2
1 CECO - Laboratoire d'économétrie de l'École polytechnique
2 GREThA - Groupe de Recherche en Economie Théorique et Appliquée
Abstract : The purpose of this note is to apply results from the theory of Markov chains with rare transitions to stochastic games. The results obtained here are used in the proof of existence of equilibrium payoffs in two-player stochastic games.
Keywords : stochastic games small perturbations
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Journal articles
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Contributor : Antoine Haldemann Connect in order to contact the contributor
Submitted on : Thursday, May 6, 2010 - 3:49:01 PM
Last modification on : Monday, March 28, 2022 - 12:28:03 PM

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Nicolas Vieille. Small perturbations and stochastic games. Israël Journal of Mathematics, Hebrew University Magnes Press, 2000, Vol.119,n°1, pp.127-142. ⟨10.1007/BF02810665⟩. ⟨hal-00481409⟩

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