Abstract
The notion of a persistently optimal strategy in gambling theory is analogous to that of subgame-perfect equilibria in game theory. We prove the existence of persistently E-optimal strategies for the players engaged in a nonleavable stochastic game with finite state space.
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Secchi, P., Sudderth, W.D. (2001). Persistently Good Strategies for Nonleavable Stochastic Games with Finite State Space. In: Altman, E., Pourtallier, O. (eds) Advances in Dynamic Games and Applications. Annals of the International Society of Dynamic Games, vol 6. Birkhäuser, Boston, MA. https://doi.org/10.1007/978-1-4612-0155-7_8
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DOI: https://doi.org/10.1007/978-1-4612-0155-7_8
Publisher Name: Birkhäuser, Boston, MA
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