{"id":{"repo_id":"corvinus","oai_identifier":"oai:phd.lib.uni-corvinus.hu:1449"},"canonical_url":"https://search.dev.ndltd.org/etd/corvinus/oai:phd.lib.uni-corvinus.hu:1449","repository":{"repo_id":"corvinus","name":"Corvinus University of Budapest","base_url":"http://phd.lib.uni-corvinus.hu/cgi/oai2"},"display":{"title":"Some problems in discounted stochastic games","abstract":"This thesis addresses three problems in the theory of iscounted stochastic games, all motivated by the effects of time-dependent dis-counting. First, it investigates the Nash equilibrium of finite stochastic games with generalised discounting. By employing the framework of gener-alised continuous games, it is shown that every finite stochastic game with generalised discounting admits a Nash equilibrium. Moreover, an example is provided to illustrate that a stationary Nash equilibrium does not necessarily exist in these stochastic games. Second, the thesis examines zero-sum stochastic games with sepa-rable discounting. Using the concept of supergames, it is demonstrated that every zero-sum finite stochastic game with separable discounting admits a value. Furthermore, it is established that, under certain conditions, this result can be extended to zero-sum countable stochas-tic games with separable discounting. In addition, three models of zero-sum infinite stochastic games with separable discounting - Borel, Suslin, and Nowak - are considered, and the existence of a value is established for each case. Finally, the thesis investigates finitely additive Markov decision processes under separable and ripple discounting. In the case of sep-arable discounting, it is shown that the player always possesses an optimal Markov strategy. In contrast, under ripple discounting, only the existence of an optimal behavioural strategy can be guaranteed.","abstract_html":"This thesis addresses three problems in the theory of iscounted stochastic games, all motivated by the effects of time-dependent dis-counting. First, it investigates the Nash equilibrium of finite stochastic games with generalised discounting. By employing the framework of gener-alised continuous games, it is shown that every finite stochastic game with generalised discounting admits a Nash equilibrium. Moreover, an example is provided to illustrate that a stationary Nash equilibrium does not necessarily exist in these stochastic games. Second, the thesis examines zero-sum stochastic games with sepa-rable discounting. Using the concept of supergames, it is demonstrated that every zero-sum finite stochastic game with separable discounting admits a value. Furthermore, it is established that, under certain conditions, this result can be extended to zero-sum countable stochas-tic games with separable discounting. In addition, three models of zero-sum infinite stochastic games with separable discounting - Borel, Suslin, and Nowak - are considered, and the existence of a value is established for each case. Finally, the thesis investigates finitely additive Markov decision processes under separable and ripple discounting. In the case of sep-arable discounting, it is shown that the player always possesses an optimal Markov strategy. In contrast, under ripple discounting, only the existence of an optimal behavioural strategy can be guaranteed.","abstract_has_math":false,"creators":["Balog, Imre"],"institution":"Budapesti Corvinus Egyetem","degree_name":"phd","degree_level":"doctoral","degree_discipline":null,"degree_department":null,"school":null,"contributors":[],"advisors":[],"committee_chairs":[],"committee_members":[],"year":2026,"date_issued":"2026-01","date_published":"2026-01","updated_at":"2026-07-24T01:49:47Z","subjects":["Közgazdasági elméletek"],"languages":["en","hu"],"rights":[],"rights_urls":[],"identifier_entries":[]},"links":{"outbound_url":null,"outbound_label":null,"outbound_source":null},"metadata_groups":[{"id":"people","label":"People","entries":[{"key":"dc:creator","label":"Author","values":["Balog, Imre"]}]},{"id":"academic_context","label":"Academic Context","entries":[{"key":"dc:date","label":"Dc Date","values":["2026-01-12"]},{"key":"dc:date.issued","label":"Date","values":["2026-01"]},{"key":"dc:publisher.department","label":"Dc Publisher Department","values":["Közgazdasági és Gazdaságinformatikai Doktori Iskola"]},{"key":"dc:publisher.institution","label":"Dc Publisher Institution","values":["Budapesti Corvinus Egyetem"]},{"key":"dc:relation.isreferencedby","label":"Dc Relation Isreferencedby","values":["https://phd.lib.uni-corvinus.hu/1449/"]},{"key":"dc:type","label":"Dc Type","values":["Disszertáció"]},{"key":"dc:type.qualificationlevel","label":"Dc Type Qualificationlevel","values":["doctoral"]},{"key":"dc:type.qualificationname","label":"Dc Type Qualificationname","values":["phd"]}]},{"id":"subjects_keywords","label":"Subjects and Keywords","entries":[{"key":"dc:subject","label":"Dc Subject","values":["Közgazdasági elméletek"]}]},{"id":"language_rights","label":"Language and Rights","entries":[{"key":"dc:language","label":"Dc Language","values":["en","hu"]}]},{"id":"identifiers","label":"Identifiers","entries":[{"key":"dc:identifier.uri","label":"Identifier URI","values":["https://phd.lib.uni-corvinus.hu/1449/1/Balog_Imre_den.pdf","https://phd.lib.uni-corvinus.hu/1449/2/Balog_Imre_ten.pdf","https://phd.lib.uni-corvinus.hu/1449/3/Balog_Imre_thu.pdf"]}]},{"id":"additional","label":"Additional Metadata","entries":[{"key":"dc:description.abstract","label":"Abstract","values":["This thesis addresses three problems in the theory of iscounted stochastic games, all motivated by the effects of time-dependent dis-counting. First, it investigates the Nash equilibrium of finite stochastic games with generalised discounting. By employing the framework of gener-alised continuous games, it is shown that every finite stochastic game with generalised discounting admits a Nash equilibrium. Moreover, an example is provided to illustrate that a stationary Nash equilibrium does not necessarily exist in these stochastic games. Second, the thesis examines zero-sum stochastic games with sepa-rable discounting. Using the concept of supergames, it is demonstrated that every zero-sum finite stochastic game with separable discounting admits a value. Furthermore, it is established that, under certain conditions, this result can be extended to zero-sum countable stochas-tic games with separable discounting. In addition, three models of zero-sum infinite stochastic games with separable discounting - Borel, Suslin, and Nowak - are considered, and the existence of a value is established for each case. Finally, the thesis investigates finitely additive Markov decision processes under separable and ripple discounting. In the case of sep-arable discounting, it is shown that the player always possesses an optimal Markov strategy. In contrast, under ripple discounting, only the existence of an optimal behavioural strategy can be guaranteed."]},{"key":"dc:format","label":"Dc Format","values":["application/pdf"]},{"key":"dc:title","label":"Title","values":["Some problems in discounted stochastic games"]}]}],"canonical_facts":{"dc:creator":["Balog, Imre"],"dc:date":["2026-01-12"],"dc:date.issued":["2026-01"],"dc:description.abstract":["This thesis addresses three problems in the theory of iscounted stochastic games, all motivated by the effects of time-dependent dis-counting. First, it investigates the Nash equilibrium of finite stochastic games with generalised discounting. By employing the framework of gener-alised continuous games, it is shown that every finite stochastic game with generalised discounting admits a Nash equilibrium. Moreover, an example is provided to illustrate that a stationary Nash equilibrium does not necessarily exist in these stochastic games. Second, the thesis examines zero-sum stochastic games with sepa-rable discounting. Using the concept of supergames, it is demonstrated that every zero-sum finite stochastic game with separable discounting admits a value. Furthermore, it is established that, under certain conditions, this result can be extended to zero-sum countable stochas-tic games with separable discounting. In addition, three models of zero-sum infinite stochastic games with separable discounting - Borel, Suslin, and Nowak - are considered, and the existence of a value is established for each case. Finally, the thesis investigates finitely additive Markov decision processes under separable and ripple discounting. In the case of sep-arable discounting, it is shown that the player always possesses an optimal Markov strategy. In contrast, under ripple discounting, only the existence of an optimal behavioural strategy can be guaranteed."],"dc:format":["application/pdf"],"dc:identifier.uri":["https://phd.lib.uni-corvinus.hu/1449/1/Balog_Imre_den.pdf","https://phd.lib.uni-corvinus.hu/1449/2/Balog_Imre_ten.pdf","https://phd.lib.uni-corvinus.hu/1449/3/Balog_Imre_thu.pdf"],"dc:language":["en","hu"],"dc:publisher.department":["Közgazdasági és Gazdaságinformatikai Doktori Iskola"],"dc:publisher.institution":["Budapesti Corvinus Egyetem"],"dc:relation.isreferencedby":["https://phd.lib.uni-corvinus.hu/1449/"],"dc:subject":["Közgazdasági elméletek"],"dc:title":["Some problems in discounted stochastic games"],"dc:type":["Disszertáció"],"dc:type.qualificationlevel":["doctoral"],"dc:type.qualificationname":["phd"]},"updated_at":"2026-07-24T01:49:47Z"}