Turnpike properties of approximate solutions of dynamic discrete time zero-sum games

Alexander J. Zaslavski

doi:10.3934/jdg.2014.1.299

Article Contents

2014, Volume 1, Issue 2: 299-330. Doi: 10.3934/jdg.2014.1.299

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Turnpike properties of approximate solutions of dynamic discrete time zero-sum games

Alexander J. Zaslavski^1,

1.
Department of Mathematics, Technion-Israel Institute of Technology, Haifa, 32000

Received: July 31, 2013

Revised: November 30, 2013

Published: March 2014

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Abstract

We study existence and turnpike properties of approximate solutions for a class of dynamic discrete-time two-player zero-sum games without using convexity-concavity assumptions. We describe the structure of approximate solutions which is independent of the length of the interval, for all sufficiently large intervals and show that approximate solutions are determined mainly by the objective function, and are essentially independent of the choice of interval and endpoint conditions.

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Mathematics Subject Classification: Primary: 49J99, 91A05, 91A25.

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