Mathematics – Probability
Scientific paper
2012-03-29
Mathematics
Probability
The paper has been submitted to Dynamic Games and Applications for publication
Scientific paper
This paper has a two-folded purpose. First, we attempt to outline the development of the turnpike theorems in the the last several decades. Second, we study turnpike theorems in finite-horizon two-person zero-sum Markov games on a general Borel state space. Utilising the Bellman (or Shapley) operator defined for this game, we prove the stochastic versions of the early turnpike theorem on the set of optimal strategies and the middle turnpike theorem on the distribution of the state space.
Kolokoltsov Vassili
Yang Wei
No associations
LandOfFree
The turnpike theorems for Markov games does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.
If you have personal experience with The turnpike theorems for Markov games, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and The turnpike theorems for Markov games will most certainly appreciate the feedback.
Profile ID: LFWR-SCP-O-57903