APPROXIMATIONS IN DYNAMIC ZERO-SUM GAMES

Mabel Tidball () and Eitan Altman

Game Theory and Information from University Library of Munich, Germany

Abstract: We develop a unifying approach for approximating a ``limit" zero-sum game by a sequence of approximating games. We discuss both the convergence of the values and the convergence of optimal (or ``almost" optimal) strategies. Moreover, based on optimal policies for the limit game, we construct policies which are almost optimal for the approximating games. We then apply the general framework to state approximations of stochastic games, to convergence of finite horizon problems to infinite horizon problems, to convergence in the discount factor and in the immediate reward.

JEL-codes: C7 D8 (search for similar items in EconPapers)
Pages: 25 pages
Date: 1994-01-25
Note: 25 pages, LateX file
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Persistent link: https://EconPapers.repec.org/RePEc:wpa:wuwpga:9401001

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