Xavier venel (CES Paris 1), 7 juin 2019

vendredi 7 juin 2019

Résumé : Stochastic games are Markov chains controlled by several players. At each stage, the players take some decisions that generate a stage payoff, change the state of the world and induce some information obtained by the players on the state of the world and on the decisions of the other players. In this presentation, we will focus on two-player zero-sum games where there are two players with opposite interest.

After introducing the concepts of solution, in particular the asymptotic value and the uniform value, I will present classical results when the players are perfectly informed of the past. Then, I will present several negative and positive results in the case where the information available to the players is imperfect.