Zero-sum dynamic games and a stochastic variation of Ramsey's theorem

STOCHASTIC PROCESSES AND THEIR APPLICATIONS

卷:112

Article

Shmaya, E ; Solan, E

关键词: dynamic games;    Ramsey's theorem;    value;    optimal strategies;   

DOI  :  10.1016/j.spa.2004.03.001

来源: Elsevier

【 摘 要 】

We show how a stochastic variation of a Ramsey's theorem can be used to prove the existence of the value, and to construct e-optimal strategies, in two-player zero-sum dynamic games that have certain proper-ties. (C) 2004 Elsevier B.V. All rights reserved.

【 授权许可】

Free