Turnpike theorems for Markov games

Vassili Kolokoltsov; Wei Yang

doi:10.1007/s13235-012-0047-6

Turnpike theorems for Markov games

Vassili Kolokoltsov, Wei Yang

Mathematics And Statistics

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

31 Citations (Scopus)

Abstract

This paper has a two-fold purpose. First, we attempt to outline the development of the turnpike theorems in the last several decades. Second, we study turnpike theorems in finite-horizon two-person zero-sum Markov games on a general Borel state space. Utilising the Bellman (or Shapley) operator defined for this game, we prove stochastic versions of the early turnpike theorem on the set of optimal strategies and the middle turnpike theorem on the distribution of the state space.

Original language	English
Pages (from-to)	294-312
Number of pages	19
Journal	Dynamic Games and Applications
Volume	2
Issue number	3
Early online date	30 May 2012
DOIs	https://doi.org/10.1007/s13235-012-0047-6
Publication status	Published - Sept 2012

Keywords

Markov games
General Borel state space
turnpike theorem
average cost
turnpike on strategies
turnpike on the distribution of states
middle turnpike
early turnpike

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10.1007/s13235-012-0047-6

Cite this

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KW - average cost

KW - turnpike on strategies

KW - turnpike on the distribution of states

KW - middle turnpike

KW - early turnpike

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Turnpike theorems for Markov games

Abstract

Keywords

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