A formula for the value of a stochastic game - Archive ouverte HAL
Article Dans Une Revue Proceedings of the National Academy of Sciences of the United States of America Année : 2019

A formula for the value of a stochastic game

Résumé

In 1953, Lloyd Shapley defined the model of stochastic games, which were the first general dynamic model of a game to be defined, and proved that competitive stochastic games have a discounted value. In 1982, Jean-François Mertens and Abraham Neyman proved that competitive stochastic games admit a robust solution concept, the value, which is equal to the limit of the discounted values as the discount rate goes to 0. Both contributions were published in PNAS. In the present paper, we provide a tractable formula for the value of competitive stochastic games.
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Dates et versions

hal-02428913 , version 1 (06-01-2020)

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Citer

Luc Attia, Miquel Oliu-Barton. A formula for the value of a stochastic game. Proceedings of the National Academy of Sciences of the United States of America, 2019, 116 (52), ⟨10.1073/pnas.1908643116⟩. ⟨hal-02428913⟩
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