Random fixed points of multifunctions in games and dynamic programming

Andrzej Nowak

Published: 1986-09-30

Vol. 2 (1986)

Random fixed points of multifunctions in games and dynamic programming

Andrzej Nowak

Abstract

Recently several authors demonstrated random fixed point theorems for various classes of multifunctions ([7], [8], [2], [3], [12], [10]). On the other hand we do not know any work on applications of these theorems. In this paper we apply to games and dynamic programming a random analogue of the Fan-Kakutani fixed point theorem. We consider a zero-sum two-person game depending on a random parameter, and present sufficient conditions for the existence of a measurable solution. Then we study the existence of measurable stationary optimal programs in discounted dynamic programming with a random parameter.

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Nowak, A. (1986). Random fixed points of multifunctions in games and dynamic programming. Annales Mathematicae Silesianae, 2, 53–59. Retrieved from https://journals.us.edu.pl/index.php/AMSIL/article/view/14321

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Vol. 2 (1986)
Published: 1986-09-30

ISSN: 0860-2107

eISSN: 2391-4238

10.1515/amsil

Publisher

University of Silesia Press

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