Zero-Sum Stochastic Games

Anna Jaśkiewicz () and Andrzej S. Nowak ()
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Anna Jaśkiewicz: Wrocław University of Science and Technology, Faculty of Pure and Applied Mathematics
Andrzej S. Nowak: University of Zielona Góra, Faculty of Mathematics, Computer Science and Econometrics

Chapter 5 in Handbook of Dynamic Game Theory, 2018, pp 215-279 from Springer

Abstract: Abstract In this chapter, we describe a major part of the theory of zero-sum discrete-time stochastic games. We review all basic streams of research in this area, in the context of the existence of value and uniform value, algorithms, vector payoffs, incomplete information, and imperfect state observation. Also some models related to continuous-time games, e.g., games with short-stage duration, semi-Markov games, are mentioned. Moreover, a number of applications of stochastic games are pointed out. The provided reference list reveals a tremendous progress made in the field of zero-sum stochastic games since the seminal work of Shapley (Proc Nat Acad Sci USA 39:1095–1100, 1953).

Keywords: Zero-sum game; Stochastic game; Borel space; Unbounded payoffs; Incomplete information; Measurable strategy; Maxmin optimization; Limsup payoff; Approachability; Algorithms (search for similar items in EconPapers)
Date: 2018
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-319-44374-4_8

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DOI: 10.1007/978-3-319-44374-4_8

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