Shapley-Snow Kernels, Multiparameter Eigenvalue Problems, and Stochastic Games

被引：5

作者：

Attia, Luc ^{[1
]}

Oliu-Barton, Miquel ^{[1
]}

机构：

[1] Univ Paris 09, PSL Res Univ, Res Ctr Math Decis CEREMADE, Natl Ctr Sci Res,Dept Math,CNRS, F-75016 Paris, France

来源：

MATHEMATICS OF OPERATIONS RESEARCH | 2021年 / 46卷 / 03期

关键词：

stochastic game; multiparameter eigenvalue problems; matrix pencil; Shapley-Snow kernel; discounted value; limit value;

D O I：

10.1287/moor.2020.1104

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

We propose a connection between matrix games, finite zero-sum stochastic games (henceforth stochastic games) and multiparameter eigenvalue problems. From this connection, we derive a handful of new results for stochastic games.

引用

页码：1181 / 1202

页数：22

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