Skip to main content

Stochastic Games with Lim Sup Payoff

  • Conference paper
Stochastic Games and Applications

Part of the book series: NATO Science Series ((ASIC,volume 570))

Abstract

Consider a two-person zero-sum stochastic game with countable state space S, finite action sets A and B for players 1 and 2, respectively, and law of motion p.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 129.00
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 169.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book
USD 169.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. Blackwell, D. (1969) Infinite G5 games with imperfect information, Zastosowania Matematyki 10, 99–101.

    MathSciNet  MATH  Google Scholar 

  2. Blackwell, D. (1989) Operator solution of infinite G5 games of imperfect information, in T.W. Anderson, K. Athreya, and D.L. Iglehart (eds.), Probability,Statistics, and Mathematics: Papers in Honor of Samuel Karlin, Academic Press, New York, pp. 83–87.

    Google Scholar 

  3. Dubins, L., Maitra, A., Purves, R., and Sudderth, W. (1989) Measurable, nonleavable gambling problems, Israel Journal of Mathematics 67, 257–271.

    Article  MathSciNet  MATH  Google Scholar 

  4. Dubins, L. E. and Savage, L. J. (1965) How to Gamble If You Must: Inequalities for Stochastic Processes, McGraw-Hill, New York.

    MATH  Google Scholar 

  5. Everett, H. (1957) Recursive games, in M. Dresher, A.W. Tucker, and P. Wolfe (eds.), Contributions to the Theory of Games, III, Annals of Mathematics Studies 39, Princeton University Press, Princeton, NJ, pp. 47–78.

    Google Scholar 

  6. Maitra, A., Purves, R., and Sudderth, W. (1992) Approximation theorems for gambling problems and stochastic games, Game Theory and Economic Applications, Lecture Notes in Economics and Mathematical Systems 389, Springer-Verlag, Berlin, 114–132.

    Google Scholar 

  7. Maitra, A. and Sudderth, W. (1992) An operator solution of stochastic games, Israel Journal of Mathematics 78, 33–49.

    Article  MathSciNet  MATH  Google Scholar 

  8. Maitra, A. and Sudderth, W. (1993a) Finitely additive and measurable stochastic games, International Journal of Game Theory 22, 201–223.

    Article  MathSciNet  MATH  Google Scholar 

  9. Maitra, A. and Sudderth, W. (1993b) Borel stochastic games with limsup payoff, Annals of Probability 21, 861–885.

    Article  MathSciNet  MATH  Google Scholar 

  10. Maitra, A. and Sudderth, W. (1996) Discrete Gambling and Stochastic Games, Springer-Verlag, New York.

    Book  MATH  Google Scholar 

  11. Nowak, A.S. (1985) Universally measurable strategies in zero-sum stochastic games, Annals of Probability 13, 269–287.

    Article  MathSciNet  MATH  Google Scholar 

  12. Thuijsman, F. (2003) Recursive games, in A. Neyman and S. Sorin (ads.), Stochastic Games and Applications, NATO Science Series C, Mathematical and Physical Sciences, Vol. 570, Kluwer Academic Publishers, Dordrecht, Chapter 16, pp. 253–264.

    Google Scholar 

  13. Vieille, N. (2003) On a class of recursive games, in A. Neyman and S. Sorin (eds.), Stochastic Games and Applications, NATO Science Series C, Mathematical and Physical Sciences, Vol. 570, Kluwer Academic Publishers, Dordrecht, Chapter 19, pp. 293–307.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2003 Springer Science+Business Media New York

About this paper

Cite this paper

Maitra, A., Sudderth, W. (2003). Stochastic Games with Lim Sup Payoff. In: Neyman, A., Sorin, S. (eds) Stochastic Games and Applications. NATO Science Series, vol 570. Springer, Dordrecht. https://doi.org/10.1007/978-94-010-0189-2_23

Download citation

  • DOI: https://doi.org/10.1007/978-94-010-0189-2_23

  • Publisher Name: Springer, Dordrecht

  • Print ISBN: 978-1-4020-1493-2

  • Online ISBN: 978-94-010-0189-2

  • eBook Packages: Springer Book Archive

Publish with us

Policies and ethics