Approximations in Dynamic Zero-sum Games

@inproceedings{Tidball1995ApproximationsID,
  title={Approximations in Dynamic Zero-sum Games},
  author={Mabel M. Tidball and Eitan Altman},
  year={1995}
}
We develop a unifying approach for approximating a “limit" zero-sum game by a sequence of approximating games. We discuss both the convergence of the values and the convergence of optimal (or “almost" optimal) strategies. Moreover, based on optimal policies for the limit game, we construct policies which are almost optimal for the approximating games. We then apply the general framework to state approximations of stochastic games, to convergence of finite horizon problems to infinite horizon… CONTINUE READING

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