Abstract
We address the problem of existence of the uniform value in recursive games. We give two existence results: (i) the uniform value is shown to exist if the state space is countable, the action sets are finite and if, for some a > 0, there are finitely many states in which the limsup value is less than a; (ii) for games with nonnegative payoff function, it is sufficient that the action set of player 2 is finite. The finiteness assumption can be further weakened.
Original language | English |
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Pages (from-to) | 1185-1201 |
Number of pages | 17 |
Journal | Annals of Applied Probability |
Volume | 12 |
Issue number | 4 |
DOIs | |
State | Published - Nov 2002 |
Keywords
- Stochastic games
- Uniform value
- Value