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Asymptotic analysis of discounted zero-sum games: some recent advances

Abstract : The existence of a limit for the values of discounted zero-sum repeated games has been established for finite stochastic games and games with incomplete information on both sides (with state independent or symmetric signals). Recent results show that this property holds for absorbing or recursive games with compact action spaces (Sorin and Vigeral, 2013a) but does not extend to general stochastic games (Vigeral, 2013). Similar striking counter examples have been obtained for finite "stochastic games with symmetric signals" (Ziliotto, 2013). We will exhibit a class of models linking these results and explaining the rôle of reversibility and oscillations (Sorin and Vigeral, 2013b).
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https://hal.inria.fr/hal-01024717
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Submitted on : Friday, July 18, 2014 - 1:42:56 PM
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Sylvain Sorin. Asymptotic analysis of discounted zero-sum games: some recent advances. NETCO 2014 - New Trends in Optimal Control, Jun 2014, Tours, France. ⟨hal-01024717⟩

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