Perturbations of Markov Chains with Applications to Stochastic Games

@inproceedings{Solan2000PerturbationsOM,
  title={Perturbations of Markov Chains with Applications to Stochastic Games},
  author={Eilon Solan},
  year={2000}
}
In this lecture we will review several topics that are extensively used in the study of n-player stochastic games. These tools were used in the proof of several results on non zero-sum stochastic games. Most of the results that are presented here appeared in Vieille (1997a,b), and some appeared in Solan (1998, 1999). The first main issue is Markov chains where the transition rule is a Puiseux probability distribution. We define the notion of communicating sets and induce a hierarchy on the… CONTINUE READING

From This Paper

Figures, tables, and topics from this paper.

Citations

Publications citing this paper.

References

Publications referenced by this paper.
Showing 1-10 of 13 references

1997a) Large Deviations and Stochastic Games, Israel

N. Vieille
Journal of Mathematics, • 1997
View 1 Excerpt
Highly Influenced

Equilibrium in 2-Person Stochastic Games II: The Case of Recursive Games, Israel

N. Vieille
Journal of Mathematics, • 1997
View 1 Excerpt
Highly Influenced

Correlated Equilibrium in Stochastic Games

Games and Economic Behavior • 2002
View 1 Excerpt

Three-Person Absorbing Games, Mathematics of Operations Research

E. Solan
1999
View 3 Excerpts

Stochastic Games with 2 Non-Absorbing States, Israel

E. Solan
Journal of Mathematics, • 1998
View 1 Excerpt

On Equilibria in Repeated Games With Absorbing States

J. VriezeO., F. Thuijsman
International Journal of Game Theory • 1989

On Equilibria in Repeated Games With Absorbing States, International

O. J. Vrieze, F. Thuijsman
Journal of Game Theory, • 1989
View 1 Excerpt

Similar Papers

Loading similar papers…