منابع مشابه
Commutative Stochastic Games
We are interested in the convergence of the value of n-stage games as n goes to infinity and the existence of the uniform value in stochastic games with a general set of states and finite sets of actions where the transition is commutative. This means that playing an action profile a1 followed by an action profile a2, leads to the same distribution on states as playing first the action profile ...
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Introduction.-In a stochastic game the play proceeds by steps from position to position, according to transition probabilities controlled jointly by the two players. We shall assume a finite number, N, of positions, and finite numbers Mk, nk of choices at each position; nevertheless, the game may not be bounded in length. If, when at position k, the players choose their ith and jth alternatives...
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In 1953, Lloyd Shapley contributed his paper "Stochastic games" to PNAS. In this paper, he defined the model of stochastic games, which were the first general dynamic model of a game to be defined, and proved that it admits a stationary equilibrium. In this Perspective, we summarize the historical context and the impact of Shapley's contribution.
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A fundamental result of Biane (1998) states that a process with freely independent increments has the Markov property, but that there are two kinds of free Lévy processes: the first kind has stationary increments, while the second kind has stationary transition operators. We show that a process of the first kind (with mean zero and finite variance) has the same transition operators as the free ...
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The purpose of this chapter is to show how games with incomplete information in fact reduce to stochastic games, as long as the information is symmetric among the players. The new state space corresponds to the beliefs on the space of unknown parameters.
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ژورنال
عنوان ژورنال: Mathematics of Operations Research
سال: 2015
ISSN: 0364-765X,1526-5471
DOI: 10.1287/moor.2014.0676