Perturbed zero-sum games with applications to dynamic games
نویسندگان
چکیده
This paper deals with perturbed matrix games. The main result is that the sets of solutions of perturbed games converge to subsets of solutions of appropriate lexicographic games. We consider applications of these results to dynamic games. In particular, we consider applications to repeated games with weighted discounted criteria and to finite-horizon stochastic games with perturbed transition probabilities and rewards.
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