Stochastic Games: Existence of the Minmax

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Abstract

The existence of the value for stochastic games with finitely many states and actions, as well as for a class of stochastic games with infinitely many states and actions, is proved in [2]. Here we use essentially the same tools to derive the existence of the minmax and maxmin for n-player stochastic games with finitely many states and actions, as well as for a corresponding class of n-person stochastic games with infinitely many states and actions.
Original languageEnglish
Title of host publicationStochastic Games and Applications
EditorsAbraham Neyman, Sylvain Sorin
Place of PublicationDordrecht
PublisherSpringer
Pages173-193
Number of pages21
ISBN (Print)978-94-010-0189-2
DOIs
StatePublished - 2003

Publication series

NameNATO science Series C: Mathematical and physical sciences
PublisherKluwer
Volume570
ISSN (Print)1389-2185

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