REVERSIBILITY AND OSCILLATIONS IN ZERO-SUM DISCOUNTED STOCHASTIC GAMES
Résumé
We show that by coupling two well-behaved exit-time problems one can construct two-person zero-sum stochastic games with finite state space having oscillating discounted values. This unifies and generalizes recent examples due to Vigeral (2013) and Ziliotto (2013).
Domaines
Optimisation et contrôle [math.OC]Origine | Fichiers produits par l'(les) auteur(s) |
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