ON THE PUISEUX SERIES EXPANSION OF THE LIMIT DISCOUNT EQUATION OF STOCHASTIC GAMES

Authors
SZCZECHLA WW CONNELL SA FILAR JA VRIEZE OJ
Citation
Ww. Szczechla et al., ON THE PUISEUX SERIES EXPANSION OF THE LIMIT DISCOUNT EQUATION OF STOCHASTIC GAMES, SIAM journal on control and optimization, 35(3), 1997, pp. 860-875
Citations number
9
Categorie Soggetti
Controlo Theory & Cybernetics",Mathematics
Journal title
SIAM journal on control and optimization → ACNP
ISSN journal
03630129
Volume
35
Issue
3
Year of publication
1997
Pages
860 - 875
Database
ISI
SICI code
0363-0129(1997)35:3<860:OTPSEO>2.0.ZU;2-P
Abstract
In this paper we give a new proof of the existence of Puiseux series e xpansion of the limit discount equation of finite state: stochastic ga mes. Unlike the original proof, due to Bewley and Kohlberg [Math. Oper . Res., 3 (1976), pp. 197-208], our proof is not algebraic and does no t invoke Tarski's principle. Instead we use only the theory of functio ns of complex variables and complex analytic varieties.