Small perturbations and stochastic games

被引:0
|
作者
Nicolas Vielle
机构
[1] Ecole Polytechnique,Laboratoire d'Econométrie
[2] Université Montesquieu Bordeaux 4,Grape
关键词
Markov Chain; Transition Function; Small Perturbation; Stationary Strategy; Stochastic Game;
D O I
10.1007/BF02810665
中图分类号
学科分类号
摘要
The purpose of this note is to apply results from the theory of Markov chains with rare transitions to stochastic games. The results obtained here are used in the proof of existence of equilibrium payoffs in two-player stochastic games.
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页码:127 / 142
页数:15
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