Completely Mixed Stochastic Games with Small Unfixed Discount Factor - Inria - Institut national de recherche en sciences et technologies du numérique Access content directly
Book Sections Year : 2015

Completely Mixed Stochastic Games with Small Unfixed Discount Factor

Abstract

Motivated by uncertainty in the value of the interest rate, we study discounted zero-sum stochastic games with unfixed discount factor. Our general goal is to obtain a power series expansion of the value of the game with respect to the discount factor around its nominal value. We consider a specific but important class of stochastic games – completely mixed stochastic games. As an illustrative example we take tax evasion model.
Fichier principal
Vignette du fichier
PiunovWorkshopTemplate7_18.pdf (144.12 Ko) Télécharger le fichier
Origin : Files produced by the author(s)
Loading...

Dates and versions

hal-01259669 , version 1 (20-01-2016)

Identifiers

  • HAL Id : hal-01259669 , version 1

Cite

Konstantin Avrachenkov, Anastasiia Varava. Completely Mixed Stochastic Games with Small Unfixed Discount Factor. Alexey Piunovskiy. Modern trends in controlled stochastic processes: Theory and applications, 2, Luniver Press, pp.152-163, 2015, 1905986459. ⟨hal-01259669⟩

Collections

INRIA INRIA2
108 View
102 Download

Share

Gmail Facebook X LinkedIn More