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Journal Articles Annals of Applied Probability Year : 2002

Uniform value in recursive games

Eilon Solan
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Abstract

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.

Dates and versions

hal-00465002 , version 1 (18-03-2010)

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

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