Turnpike Theorems for Markov Games

Vassili Kolokoltsov () and Wei Yang ()

Dynamic Games and Applications, 2012, vol. 2, issue 3, 294-312

Abstract: This paper has a two-fold purpose. First, we attempt to outline the development of the turnpike theorems in the last several decades. Second, we study turnpike theorems in finite-horizon two-person zero-sum Markov games on a general Borel state space. Utilising the Bellman (or Shapley) operator defined for this game, we prove stochastic versions of the early turnpike theorem on the set of optimal strategies and the middle turnpike theorem on the distribution of the state space. Copyright Springer Science+Business Media, LLC 2012

Keywords: Markov games; General Borel state space; Turnpike theorem; Average cost; Turnpike on strategies; Turnpike on the distribution of states; Middle turnpike; Early turnpike (search for similar items in EconPapers)
Date: 2012
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Citations: View citations in EconPapers (5)

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DOI: 10.1007/s13235-012-0047-6

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