Limit optimal trajectories in zero-sum stochastic games - Archive ouverte HAL Accéder directement au contenu
Pré-Publication, Document De Travail Année : 2019

Limit optimal trajectories in zero-sum stochastic games

Résumé

We consider zero sum stochastic games. For every discount factor λ, a time normalization allows to represent the game as being played on the interval [0, 1]. We introduce the trajectories of cumulated expected payoff and of cumulated occupation measure up to time t ∈ [0, 1], under ε-optimal strategies. A limit optimal trajectory is defined as an accumulation point as the discount factor tends to 0. We study existence, uniqueness and characterization of these limit optimal trajectories for absorbing games.
Fichier principal
Vignette du fichier
SVLMG(5.19) - CopieHAL.pdf (373.61 Ko) Télécharger le fichier
Origine Fichiers produits par l'(les) auteur(s)
Loading...

Dates et versions

hal-01959326 , version 1 (18-12-2018)
hal-01959326 , version 2 (01-06-2019)
hal-01959326 , version 3 (02-12-2019)

Identifiants

Citer

Sylvain Sorin, Guillaume Vigeral. Limit optimal trajectories in zero-sum stochastic games. 2019. ⟨hal-01959326v2⟩
206 Consultations
241 Téléchargements

Altmetric

Partager

Gmail Mastodon Facebook X LinkedIn More