| Issue |
ESAIM: PS
Volume 1, 1997
|
|
|---|---|---|
| Page(s) | 89 - 93 | |
| DOI | https://doi.org/10.1051/ps:1997104 | |
| Published online | 15 August 2002 | |
A note on 'Big Match'
UFR SEGMI, Université Paris X, 200, avenue de la République, 92001 Nanterre Cedex. E-mail : coulomb@modalx.u-paris10.fr
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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