A Zero-Sum Stochastic Game with Compact Action Sets and no Asymptotic Value

Guillaume Vigeral ()

Dynamic Games and Applications, 2013, vol. 3, issue 2, 172-186

Abstract: We give an example of a zero-sum stochastic game with four states, compact action sets for each player, and continuous payoff and transition functions, such that the discounted value does not converge as the discount factor tends to 0, and the value of the n-stage game does not converge as n goes to infinity. Copyright Springer Science+Business Media New York 2013

Keywords: Zero sum stochastic games; Asymptotic behavior; Uniform value; Compact action sets (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (17)

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DOI: 10.1007/s13235-013-0073-z

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