HAL CCSD
Uniform value in recursive games
Solan, Eilon
Vieille, Nicolas
Tel Aviv University (TAU)
Groupement de Recherche et d'Etudes en Gestion à HEC (GREGH) ; Ecole des Hautes Etudes Commerciales (HEC Paris)-Centre National de la Recherche Scientifique (CNRS)
ISSN: 1050-5164
EISSN: 2168-8737
Annals of Applied Probability
Institute of Mathematical Statistics (IMS)
hal-00465002
https://hec.hal.science/hal-00465002
https://hec.hal.science/hal-00465002
Annals of Applied Probability, 2002, Vol.12,n°4, pp.1185-1201. ⟨10.1214/aoap/1037125859⟩
DOI: 10.1214/aoap/1037125859
info:eu-repo/semantics/altIdentifier/doi/10.1214/aoap/1037125859
en
Stochastic games
value
uniform value
[SHS.ECO.ECO]Humanities and Social Sciences/Economics and Finance/domain_shs.eco.eco
info:eu-repo/semantics/article
Journal articles
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.
2002-11-01