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Reversibility and oscillations in zero-sum discounted stochastic games

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  • We show that by coupling two well-behaved exit-time problems one can construct two-person zero-sum dynamic games having oscillating discounted values. This unifies and generalizes recent examples of stochastic games with finite state space, due to Vigeral (2013) and Ziliotto (2013).
    Mathematics Subject Classification: Primary: 91A15, 91A05; Secondary: 91A25.

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