Stochastic Games. I. Foundations,

Abstract

This paper strives to provide a sound underpinning for the theory of stochastic games. Section 2 is a reworking of the Bewley-Kohlberg result integrated with Shapley's; the black magic of Tarski's principle is replaced by the gray magic of the Hilbert Nullstellensatz. Section 3 explicates the underlying topology and measure theory; I believe it is as necessary for Mertens and Neyman's proof of the minmax theorem as it is for mine. Finally, Section 4 establishes a result on this sort of structure which may be of some independent interest.

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Document Details

Document Type
Technical Report
Publication Date
Apr 01, 1982
Accession Number
ADA117085

Entities

People

  • Curt Alfred Monash

Organizations

  • Yale University

Tags

Communities of Interest

  • Human Systems

DTIC Thesaurus Topics

  • Algebraic Functions
  • Coefficients
  • Equations
  • Inequalities
  • Intervals
  • Materials
  • Measure Theory
  • Probability
  • Probability Distributions
  • Rational Functions
  • Sequences
  • Stationary
  • Theorems
  • Topology
  • Zero-Sum Games

Readers

  • Game Theory.
  • Mathematical Modeling and Probability Theory.
  • Theoretical Analysis.