NATO Advanced Study Institute:
Stochastic Games and Applications

Organized by Abraham Neyman, Sylvain Sorin,
and Jean-François Mertens


July 7 to July 17, 1999

Stony Brook, New York

PROGRAM



  WEDNESDAY, JULY 7

Earth and Space Sciences, Room 001
9:00-10:15 L.S. Shapley: Stochastic Games: An Introduction

10:45-12:00 A. Neyman: Introduction: Examples and Motivation

2:00-3:15 S. Sorin: Definitions, Classification and Basic Tools

3:45-5:00 K. Vrieze: Models and Applications


  THURSDAY, JULY 8

Earth and Space Sciences, Room 001
The Discounted Case I
9:00-10:15 A. Nowak: Zero-Sum Stochastic Games: The Finite Case

10:45-12:00 A. Nowak: N-Person Games: The Finite Case

2:00-3:15 A. Neyman: The Algebraic Approach: The Main Tools

3:45-5:00 A. Neyman: The Algebraic Approach in Stochastic Games


  FRIDAY, JULY 9

Earth and Space Sciences, Room 001
The Discounted Case II
9:00-10:15 A. Nowak: Zero-Sum Stochastic Games: The General Case

10:45-12:00 A. Nowak: N-Person Games: Extensions of the Finite Case and Correlation

2:00-3:15 J.-F. Mertens: N-Person Games: The General Case I

3:45-5:00 J.-F. Mertens: N-Person Games: The General Case II


  SATURDAY, JULY 10

Earth and Space Sciences, Room 001
9:00-10:15 A. Neyman: Existence of the Undiscounted Value: The Finite Case

10:45-12:00 J.-F. Mertens: Existence of the Undiscounted Value: The General Case

2:00-3:15 F. Thuijsman: Properties of the "Big Match": Zero-Sum and Non-Zero-Sum Cases

3:45-5:00 F. Thuijsman: Two-Person Absorbing Games: Existence of Equilibria


  MONDAY, JULY 12

Earth and Space Sciences, Room 001
9:00-10:15 K. Vrieze: Special Classes, Ordered Field Property

10:45-12:00 K. Vrieze: Special Classes: Solutions

2:00-3:15 T.E.S. Raghavan: Algorithms: A Survey

3:45-5:00 T.E.S. Raghavan: Perfect Information Games: Solutions and Algorithms


  TUESDAY, JULY 13

Earth and Space Sciences, Room 001
9:00-10:15 F. Thuijsman: Zero- and Non-Zero-Sum Recursive Games

10:45-12:00 E. Solan: General Tools: Perturbation of Markov Chains

2:00-3:15 N. Vieille: Two-Person Games:
Existence of Equilibria I

3:45-5:00 N. Vieille: Two-Person Games:
Existence of Equilibria II


  WEDNESDAY, JULY 14

Earth and Space Sciences, Room 001
9:00-10:15 S. Sorin: Incomplete Information, the Symmetric Case: Zero-Sum Games

10:45-12:00 S. Sorin: Incomplete Information, the Symmetric Case: Non-Zero Sum Games

2:00-3:15 J.-M. Coulomb: Absorbing Games with no Signals

3:45-5:00 J.-M. Coulomb: Absorbing Games with General Signals


  THURSDAY, JULY 15

Earth and Space Sciences, Room 001
9:00-10:15 W. Sudderth: Stochastic Games with Limsup Payoffs

10:45-12:00 W. Sudderth: Stochastic Games with Borel Payoffs

2:00-3:15 S. Sorin: Stochastic Games with Incomplete Information I

3:45-5:00 S. Sorin: Stochastic Games with Incomplete Information II


  FRIDAY, JULY 16

Earth and Space Sciences, Room 001
9:00-10:15 A. Neyman: Non-Expansive Mappings and Stochastic Games

10:45-12:00 Sylvain Sorin: The Operator Approach

2:00-3:15 J.-F. Mertens: Recursive Structure for General Repeated Games I

3:45-5:00 J.-F. Mertens: Recursive Structure II


  SATURDAY, JULY 17

Earth and Space Sciences, Room 001
9:00-10:15 R. Amir: Applications to Economics

10:45-12:00 R. Amir: Applications to Operations Research

2:00-3:15 E. Solan: Open Problems and Recent Results I

3:45-5:00 A. Neyman: Open Problems and Recent Results II