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Dynamic Discrete-Time Zero-Sum Games

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Part of the book series: Springer Optimization and Its Applications ((SOIA,volume 99))

Abstract

In this chapter we study the existence and structure of solutions for dynamic discrete-time two-player zero-sum games and establish a turnpike result. This result describes the structure of approximate solutions which is independent of the length of the interval, for all sufficiently large intervals. We also show that for each initial state there exists a pair of overtaking equilibria strategies over an infinite horizon.

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References

  1. Aubin, J. P., & Ekeland, I. (1984). Applied nonlinear analysis. New York: Wiley Interscience.

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  2. Zaslavski, A. J. (1999). Turnpike property for dynamic discrete time zero-sum games. Abstract and Applied Analysis, 4, 21–48.

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  3. Zaslavski, A. J. (2011). The existence and structure of approximate solutions of dynamic discrete time zero-sum games. Journal of Nonlinear and Convex Analysis, 12, 49–68.

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Zaslavski, A.J. (2014). Dynamic Discrete-Time Zero-Sum Games. In: Turnpike Phenomenon and Infinite Horizon Optimal Control. Springer Optimization and Its Applications, vol 99. Springer, Cham. https://doi.org/10.1007/978-3-319-08828-0_5

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