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A note on 'Big Match'

Published online by Cambridge University Press:  15 August 2002

Jean-Michel Coulomb
Jean-Michel Coulomb*
Affiliation:
UFR SEGMI, Université Paris X, 200, avenue de la République, 92001 Nanterre Cedex. E-mail : [email protected]
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Abstract

We present a very simple proof of the existence of the value for 'Big Match' first shown by Blackwell and Ferguson (1968).

Keywords

Absorbing state / stochastic game / strategy / value / state variable.
Type
Research Article
Information
ESAIM: Probability and Statistics , Volume 1 , 1997 , pp. 89 - 93
Copyright
© EDP Sciences, SMAI, 1997

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