Neyman, Abraham - In: Dynamic Games and Applications 3 (2013) 2, pp. 236-278
We introduce asymptotic analysis of stochastic games with short-stage duration. The play of stage k, k≥0, of a stochastic game Γ <Subscript> δ </Subscript> with stage duration δ is interpreted as the play in time kδ≤t(k+1)δ and, therefore, the average payoff of the n-stage play per unit of time is the sum of...</subscript>
