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Borel Stochastic Games with Lim Sup Payoff

A. Maitra, +1 more
- 01 Apr 1993 - 
- Vol. 21, Iss: 2, pp 861-885
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TLDR
In this article, the authors considered two-person zero-sum stochastic games with limit superior payoff function and Borel measurable state and action spaces and proved the games are upper analytic.
Abstract
We consider two-person zero-sum stochastic games with limit superior payoff function and Borel measurable state and action spaces. The games are shown to have a value and the value function is calculated by transfinite iteration of an operator and proved to be upper analytic. The paper extends results of our earlier article [17] in which the same class of games was considered for countable state spaces and finite action sets.

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Citations
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Journal ArticleDOI

The determinacy of Blackwell games

TL;DR: In this paper, it was shown that the complexity of the payoff function for the Blackwell game is approximately the same as that of the perfect information game with Borel measurable payoff functions.
Journal ArticleDOI

An asymptotic mean value characterization for a class of nonlinear parabolic equations related to tug-of-war games

TL;DR: It is shown that the value functions for tug-of-war games with noise approximate a solution to the PDE above when the parameter that controls the size of the possible steps goes to zero.
Book ChapterDOI

Nonzero-sum Stochastic Games

TL;DR: In this article, a survey of stochastic Markov games with general state spaces is presented. But the authors focus on nonzero-sum games and provide a detailed survey of selected recent results.
Journal ArticleDOI

Dynamic Programming Principle for tug-of-war games with noise

TL;DR: In this paper, the authors considered a two-player zero-sum game in a bounded open domain, where players I and II play an e-step tug-of-war game with probability α, and with probability β, respectively.
Journal ArticleDOI

Contraction Conditions for Average and α-Discount Optimality in Countable State Markov Games with Unbounded Rewards

TL;DR: The goal of this paper is to provide a theory of N-person Markov games with unbounded cost, for a countable state space and compact action spaces, and investigates the zero-sum 2 players game, for which the convergence of the value iteration algorithm is established.
References
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Book

Probability measures on metric spaces

TL;DR: The Borel subsets of a metric space Probability measures in the metric space and probability measures in a metric group Probability measure in locally compact abelian groups The Kolmogorov consistency theorem and conditional probability probabilistic probability measures on $C[0, 1]$ and $D[0-1]$ Bibliographical notes Bibliography List of symbols Author index Subject index as mentioned in this paper
Journal ArticleDOI

Stochastic Games

TL;DR: In a stochastic game the play proceeds by steps from position to position, according to transition probabilities controlled jointly by the two players, and the expected total gain or loss is bounded by M, which depends on N 2 + N matrices.
Book

Stochastic optimal control : the discrete time case

TL;DR: This research monograph is the authoritative and comprehensive treatment of the mathematical foundations of stochastic optimal control of discrete-time systems, including thetreatment of the intricate measure-theoretic issues.
Journal ArticleDOI

Minimax Theorems

TL;DR: Come with us to read a new book that is coming recently, this is a new coming book that many people really want to read will you be one of them?
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Descriptive Set Theory

TL;DR: Descriptive set theory is the study of sets in separable, complete metric spaces that can be defined (or constructed), and so can be expected to have special properties not enjoyed by arbitrary pointsets.