{
  "id": "1501.06525",
  "version": "v1",
  "published": "2015-01-26T18:56:04.000Z",
  "updated": "2015-01-26T18:56:04.000Z",
  "title": "A Tauberian theorem for nonexpansive operators and applications to zero-sum stochastic games",
  "authors": [
    "Bruno Ziliotto"
  ],
  "categories": [
    "math.OC"
  ],
  "abstract": "We prove a Tauberian theorem for nonexpansive operators, and we apply it to the model of zero-sum stochastic game. Under mild assumptions, we prove that the value of the lambda-discounted game converges uniformly when lambda goes to 0 if and only if the value of the n-stage game converges uniformly when n goes to infinity. This generalizes the Tauberian theorem of Lehrer and Sorin (1992) to the two-player-zero sum case.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2015-01-26T18:56:04.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "47N10",
      "91A05",
      "91A15",
      "91A20",
      "91A25"
    ],
    "keywords": [
      "zero-sum stochastic game",
      "tauberian theorem",
      "nonexpansive operators",
      "applications",
      "two-player-zero sum case"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2015arXiv150106525Z"
    }
  }
}