Classification and Basic Tools

  • Sylvain Sorin
Conference paper
Part of the NATO Science Series book series (ASIC, volume 570)

Abstract

A stochastic game is a multi-stage game played in discrete time where, at each stage, the stage game played depends upon a parameter called state. The value of the state evolves as a function of its current value and the actions of the players. Let I be the finite set of players and S be the set of states. For each state z in S, an I-player normal form game is specified by action sets A i(z) for each player i in I and reward functions r i (z,.), i in I, from the set of action profiles at z, A (z) = Π iɛI A i(z) to the reals, ℝ. In addition, for any pair consisting of a state z in S and an action profile a in A(z), a probability p(.|z,a) on S describes the random transition.

Keywords

Librium Sorb Defend 

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Copyright information

© Springer Science+Business Media New York 2003

Authors and Affiliations

  • Sylvain Sorin
    • 1
  1. 1.Université P. et M. Curie and École PolytechniqueParisFrance

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