Uniform Value for Recursive Games with Compact Actions

2016/04/12 by Xiaoxi Li, Li, Xiaoxi, Sylvain Sorin +1
Decision Sciences · Economics, Econometrics and Finance · #Economic theories and models #FOS: Mathematics #Game Theory and Applications #Game Theory and Voting Systems #Optimization and Control (math.OC)

paper · pdf · doi:10.48550/arxiv.1604.03610

openalex publication_date 2016/04/12 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

Mertens, Neyman and Rosenberg [MOR, 2009] used the Mertens and Neyman theorem [IJGT, 1981] to prove the existence of uniform value for absorbing games with finite state space and compact action sets. We provide an analogous proof for another class of stochastic games, recursive games with finite state space and compact action sets. Moreover, both players have stationary epsilon-optimal strategies.

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