The turnpike theorems for Markov games
Probability
2013-06-19 v1
Abstract
This paper has a two-folded purpose. First, we attempt to outline the development of the turnpike theorems in the 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 the 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.
Cite
@article{arxiv.1203.6553,
title = {The turnpike theorems for Markov games},
author = {Vassili Kolokoltsov and Wei Yang},
journal= {arXiv preprint arXiv:1203.6553},
year = {2013}
}
Comments
The paper has been submitted to Dynamic Games and Applications for publication