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Completely Mixed Stochastic Games with Small Unfixed Discount Factor
Abstract : Motivated by uncertainty in the value of the interest rate, we study discounted zero-sum stochastic games with unfixed discount factor. Our general goal is to obtain a power series expansion of the value of the game with respect to the discount factor around its nominal value. We consider a specific but important class of stochastic games – completely mixed stochastic games. As an illustrative example we take tax evasion model.
Cited literature [10 references]
https://hal.inria.fr/hal-01259669
Contributor : Konstantin Avrachenkov <>
Submitted on : Wednesday, January 20, 2016 - 5:43:23 PM
Last modification on : Thursday, September 24, 2020 - 10:22:03 AM
Long-term archiving on: : Thursday, April 21, 2016 - 11:09:54 AM
Contributor : Konstantin Avrachenkov <>
Submitted on : Wednesday, January 20, 2016 - 5:43:23 PM
Last modification on : Thursday, September 24, 2020 - 10:22:03 AM
Long-term archiving on: : Thursday, April 21, 2016 - 11:09:54 AM
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