Discrete time stochastic multi-player competitive games with affine payoffs
نویسندگان
چکیده
منابع مشابه
Stochastic Games with Borel Payoffs
Thus H∞ = (A×B × S)× (A×B × S)× . . . . Let f be a bounded Borel-measurable function defined on H∞, where the sets A,B, and S are given the discrete topology and H∞ is given the product topology. The stochastic game S(f)(z) begins at state z ∈ S, player 1 chooses a strategy σ, player 2 chooses a strategy τ , and then 2 pays 1 the expected value of f , namely Ez,σ,τf . Theorem 1 (Martin [5]) The...
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 2016
ISSN: 0304-4149
DOI: 10.1016/j.spa.2015.07.013