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Issue ESAIM: PS
Volume 1, 1997
Page(s) 89 - 93
DOI 10.1051/ps:1997104

ESAIM: P&S, 1997, Vol. 1, pp. 89-93
DOI: 10.1051/ps:1997104

A note on 'Big Match'

Jean-Michel Coulomb

 


Abstract
We present a very simple proof of the existence of the value for 'Big Match' first shown by Blackwell and Ferguson (1968).


Résumé
Nous montrons très simplement l'existence de la valeur pour 'Big Match' déjà établie par Blackwell et Ferguson (1968).


Key words: Absorbing state / stochastic game / strategy / value / state variable.


© EDP Sciences, SMAI 1997


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