Shapley–Snow Kernels, Multiparameter Eigenvalue Problems, and Stochastic Games
Résumé
We propose a connection between finite zero-sum stochastic games (henceforth stochastic games) and multiparameter eigenvalue problems. This connection, which relies on the theory developed by Shapley and Snow for matrix games, opens new possibilities in the study of stochastic games. In particular, we derive from this connection a handful of new results for stochastic games.