Skip to Main content Skip to Navigation
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
Document type :
Journal articles
Complete list of metadata
https://hal-hec.archives-ouvertes.fr/hal-00481409
Contributor : Antoine Haldemann <>
Submitted on : Thursday, May 6, 2010 - 3:49:01 PM
Last modification on : Wednesday, March 24, 2021 - 10:54:04 AM

Links full text

istex

Identifiers

Collections

CNRS | GRETHA | HEC | X | X-LEEP | PARISTECH | X-DEP-ECO

Citation

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⟩

Export

BibTeX TEI DC DCterms EndNote

Share

Metrics

Record views

284