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math.OC2016
Uniform Value for Recursive Games with Compact Actions
Xiaoxi Li, Sylvain Sorin
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 c…
math.OC2016
Limit value of dynamic zero-sum games with vanishing stage duration
Sylvain Sorin
We consider two person zero-sum games where the players control, at discrete times {tn} induced by a partition of R + , a continuous time Markov state process. We prove that th…