Stochastic games with signals

Eilon Solan, Bruno Ziliotto

Research output: Chapter in Book/Report/Conference proceedingChapterpeer-review

Abstract

We survey old and new results concerning stochastic games with signals and finitely many states, actions, and signals. We state Mertens’ conjectures regarding the existence of the asymptotic value and its characterization, and present Ziliotto’s (Ann Probab, 2013, to appear) counter, example for these conjectures.

Original languageEnglish
Title of host publicationAnnals of the International Society of Dynamic Games
Pages77-94
Number of pages18
DOIs
StatePublished - 2016

Publication series

NameAnnals of the International Society of Dynamic Games
Volume14

Keywords

  • Asymptotic value
  • Counter example
  • Mertens’ conjectures
  • Signals
  • Stochastic games
  • Uniform value

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Statistics, Probability and Uncertainty
  • Applied Mathematics

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