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math.OC2016
Generic uniqueness of the bias vector of finite stochastic games with perfect information
Marianne Akian, Stéphane Gaubert, Antoine Hochart
Mean-payoff zero-sum stochastic games can be studied by means of a nonlinear spectral problem. When the state space is finite, the latter consists in finding an eigenpair s…
math.OC2016
An Accretive Operator Approach to Ergodic Problems for Zero-Sum Games
Antoine Hochart
Mean payoff stochastic games can be studied by means of a nonlinear spectral problem involving the Shapley operator: the ergodic equation. A solution consists in a scalar, called t…
math.OC2016
Minimax representation of nonexpansive functions and application to zero-sum recursive games
Marianne Akian, Stéphane Gaubert, Antoine Hochart
We show that a real-valued function on a topological vector space is positively homogeneous of degree one and nonexpansive with respect to a weak Minkowski norm if and only if it c…