The asymptotic value in finite stochastic games

Miquel Oliu-Barton (1)

1 UPMC - Université Pierre et Marie Curie - Paris 6

We provide a direct, self-contained proof for the existence of the limit, as λ→0, of the values of a λ-discounted finite two-person zero-sum stochastic game.

Mots clés: stochastic game; asymptotic value

Domaines: Optimisation et contrôle [math.OC]; Economies et finances

Miquel Oliu-Barton. The asymptotic value in finite stochastic games. 2012. ⟨halshs-00772631⟩