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) |
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Pages (from-to) | 319-329 |
Number of pages | 11 |
Journal | Stochastic Processes and their Applications |
Volume | 112 |
Issue number | 2 |
DOIs | |
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