Shapley-Snow kernels, multiparameter eigenvalue problems and stochastic games
Optimization and Control
2019-05-23 v2
Abstract
We establish, for the first time, a connection between stochastic games and multiparameter eigenvalue problems, using the theory developed by Shapley and Snow (1950). This connection provides new results, new proofs, and new tools for studying stochastic games.
Cite
@article{arxiv.1810.08798,
title = {Shapley-Snow kernels, multiparameter eigenvalue problems and stochastic games},
author = {Luc Attia and Miquel Oliu-Barton},
journal= {arXiv preprint arXiv:1810.08798},
year = {2019}
}