@incollection{XUPS_2006____93_0, author = {Laraki, Rida}, title = {Jeux stochastiques}, booktitle = {Th\'eorie des jeux {\textendash} Introduction \`a la th\'eorie des jeux r\'ep\'et\'es}, series = {Journ\'ees math\'ematiques X-UPS}, pages = {93--133}, publisher = {Les \'Editions de l{\textquoteright}\'Ecole polytechnique}, year = {2006}, doi = {10.5802/xups.2006-04}, language = {fr}, url = {http://archive.numdam.org/articles/10.5802/xups.2006-04/} }
Laraki, Rida. Jeux stochastiques. Journées mathématiques X-UPS, Théorie des jeux – Introduction à la théorie des jeux répétés (2006), pp. 93-133. doi : 10.5802/xups.2006-04. http://archive.numdam.org/articles/10.5802/xups.2006-04/
[BF68] The big match, Ann. Math. Statist., Volume 33 (1968), pp. 882-886
[BK76a] The asymptotic solution of a recursion equation occuring in stochastic games, Math. Oper. Res., Volume 1 (1976), pp. 321-336 | DOI | Zbl
[BK76b] The asymptotic theory of stochastic games, Math. Oper. Res., Volume 1 (1976), pp. 197-208 | DOI | MR | Zbl
[Bla62] Discrete dynamic programming, Ann. Math. Statist., Volume 33 (1962), pp. 719-726 | DOI | MR | Zbl
[BR90] Real algebraic and semi-algebraic sets, Hermann, Paris, 1990
[Cou92] Repeated games with absorbing states and no signals, Internat. J. Game Theory, Volume 21 (1992), pp. 161-174 | DOI | MR | Zbl
[Cou01] Repeated games with absorbing states and signaling structure, Math. Oper. Res., Volume 26 (2001), pp. 286-303 | DOI | MR | Zbl
[Cou03] Stochastic games without perfect monitoring, Internat. J. Game Theory, Volume 32 (2003), p. 723-96 | DOI | MR | Zbl
[Fin64] Equilibrium in a stochastic -person game, J. Sci. Hiroshima Univ., Volume 28 (1964), pp. 89-93 | MR | Zbl
[For81] Lectures on Riemann surfaces, Graduate Texts in Math., 81, Springer-Verlag, New York, Berlin, 1981 | DOI
[Koh74] Repeated games with absorbing states, Ann. Statist., Volume 2 (1974), pp. 724-738 | DOI | MR | Zbl
[Lar01] Variational inequalities, system of functional equations, and incomplete information repeated games, SIAM J. Control Optimization, Volume 40 (2001) no. 2, pp. 516-524 | DOI | MR | Zbl
[Lar02] Repeated games with lack information on one side : the dual differential approach, Math. Oper. Res., Volume 27 (2002) no. 2, pp. 419-440 | DOI | MR | Zbl
[Lar06] A variational approach in zero-sum absorbing games (2006) (preprint)
[LSV05] Continuous-time games of timing, J. Econom. Theory, Volume 120 (2005), pp. 206-238 | DOI | MR | Zbl
[MN81] Stochastic games, Internat. J. Game Theory, Volume 10 (1981), pp. 53-66 | DOI | MR | Zbl
[MP70] On stochastic games, J. Optimization Theory Appl., Volume 5 (1970), pp. 289-300 | DOI | Zbl
[MS96] Discrete gambling and stochastic games, Springer, 1996 | DOI
[MSZ94] Repeated games, 1994, pp. 9420-9422 (CORE discussion paper)
[Now85] Universally measurable strategies in zero-sum stochastic games, Ann. Probability, Volume 13 (1985), pp. 269-287 | DOI | MR | Zbl
[NS03] Stochastic games and applications, NATO Science Series, Kluwer Academic Publishers, 2003 | DOI
[Ros00] Zero-sum absorbing games with incomplete information on one side : asymptotic analysis, SIAM J. Control Optimization, Volume 39 (2000), pp. 208-225 | DOI | MR | Zbl
[RS01] An operator approach to zero-sum repeated games, Israel J. Math., Volume 121 (2001), pp. 221-246 | DOI | MR | Zbl
[RSV02a] Blackwell optimality in Markov decision processes with partial observation, Ann. Statist., Volume 30 (2002), pp. 1178-1193 | DOI | MR | Zbl
[RSV02b] The MaxMin value of stochastic games with imperfect monitoring, Internat. J. Game Theory, Volume 32 (2002), pp. 133-150 | DOI | MR | Zbl
[Sha53] Stochastic games, Proc. Nat. Acad. Sci. India Sect. A, Volume 39 (1953), pp. 1095-1100 | DOI | MR | Zbl
[Sol99] Three-player absorbing games, Math. Oper. Res., Volume 24 (1999), pp. 669-698 | DOI | MR | Zbl
[Sol06] Stochastic games (2006) (a non-published master course)
[Sor86] Asymptotic properties of a non zero-sum stochastic game, Internat. J. Game Theory, Volume 15 (1986), pp. 101-107 | DOI | Zbl
[Sor02] A first course on zero-sum repeated games, Springer-Verlag, 2002
[SV01] Quitting games, Math. Oper. Res., Volume 26 (2001), pp. 265-285 | DOI | MR | Zbl
[SV03] Quitting games – an example, Internat. J. Game Theory, Volume 31 (2003), pp. 365-381 | DOI | MR | Zbl
[Tak64] Equilibrium points of stochastic non-cooperative -person game, J. Sci. Hiroshima Univ., Volume 28 (1964), pp. 95-99 | MR | Zbl
[Vie00a] Two-player stochastic games I : a reduction, Israel J. Math., Volume 119 (2000), pp. 55-91 | DOI | MR | Zbl
[Vie00b] Two-player stochastic games II : the case of recursive games, Israel J. Math., Volume 119 (2000), pp. 93-126 | DOI | MR | Zbl
Cité par Sources :