Title of article :
On measurable minimax selectors
Author/Authors :
Nowak، نويسنده , , A.S.، نويسنده ,
Issue Information :
دوهفته نامه با شماره پیاپی سال 2010
Abstract :
In this note we consider the upper value of a zero-sum game with payoff function depending on a state variable. We provide a new and much simpler proof of a measurable minimax selection theorem established 25 years ago by the author in Nowak (1985) [19]. A discussion of the basic assumptions and relations with the literature on stochastic games and (minimax) control models is also included.
Keywords :
Minimax stochastic optimization , Stochastic games , Measurable selectors
Journal title :
Journal of Mathematical Analysis and Applications
Journal title :
Journal of Mathematical Analysis and Applications