Stochastic Games and Applications

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Abraham Neyman, S. Sorin
Springer Science & Business Media, Dec 6, 2012 - Mathematics - 473 pages
This volume is based on lectures given at the NATO Advanced Study Institute on "Stochastic Games and Applications," which took place at Stony Brook, NY, USA, July 1999. It gives the editors great pleasure to present it on the occasion of L.S. Shapley's eightieth birthday, and on the fiftieth "birthday" of his seminal paper "Stochastic Games," with which this volume opens. We wish to thank NATO for the grant that made the Institute and this volume possible, and the Center for Game Theory in Economics of the State University of New York at Stony Brook for hosting this event. We also wish to thank the Hebrew University of Jerusalem, Israel, for providing continuing financial support, without which this project would never have been completed. In particular, we are grateful to our editorial assistant Mike Borns, whose work has been indispensable. We also would like to acknowledge the support of the Ecole Poly tech nique, Paris, and the Israel Science Foundation. March 2003 Abraham Neyman and Sylvain Sorin ix STOCHASTIC GAMES L.S. SHAPLEY University of California at Los Angeles Los Angeles, USA 1. Introduction In a stochastic game the play proceeds by steps from position to position, according to transition probabilities controlled jointly by the two players.
 

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Contents

v
15
S Stochastic games Chapter 1 pp 17
25
Neyman A Real algebraic tools in stochastic games Chapter 6 pp 5775
57
Nowak A S Zerosum stochastic games with borel state spaces Chapter
82
Solan E Perturbations of Markov chains with applications to stochastic
265
Sorin S Symmetric incomplete information games as stochastic games
323
Maitra A and Sudderth W Stochastic Games with lim sup Payoff Chap
355
Sorin S The operator approach to zerosum stochastic games Chapter
415
The latticetheoretic approach
443
Contributors pp 471473
471
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