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

成果类型:
Article
署名作者:
Attia, Luc; Oliu-Barton, Miquel
署名单位:
Universite PSL; Universite Paris-Dauphine; Centre National de la Recherche Scientifique (CNRS)
刊物名称:
MATHEMATICS OF OPERATIONS RESEARCH
ISSN/ISSBN:
0364-765X
DOI:
10.1287/moor.2020.1104
发表日期:
2021
页码:
1181-1202
关键词:
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.