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

Eran Shmaya; Eilon Solan

doi:10.1016/j.spa.2004.03.001

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

Eran Shmaya, Eilon Solan^*

^*Corresponding author for this work

Managerial Economics, Decision Sciences and Operations

Research output: Contribution to journal › Article › peer-review

1 Scopus citations

Abstract

We show how a stochastic variation of a Ramsey's theorem can be used to prove the existence of the value, and to construct ε-optimal strategies, in two-player zero-sum dynamic games that have certain properties.

Original language	English (US)
Pages (from-to)	319-329
Number of pages	11
Journal	Stochastic Processes and their Applications
Volume	112
Issue number	2
DOIs	https://doi.org/10.1016/j.spa.2004.03.001
State	Published - Aug 2004

Keywords

Dynamic games
Optimal strategies
Ramsey's theorem
Value

ASJC Scopus subject areas

Statistics and Probability
Modeling and Simulation
Applied Mathematics

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

Abstract

Keywords

ASJC Scopus subject areas

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