Shapley-Snow kernels, multiparameter eigenvalue problems and stochastic games

TL;DR

This paper introduces a novel connection between stochastic games and multiparameter eigenvalue problems, leveraging Shapley and Snow's theory to offer new insights, proofs, and analytical tools for the study of stochastic games.

Contribution

It establishes the first known link between stochastic games and multiparameter eigenvalue problems, providing a new theoretical framework and tools.

Findings

New connection between stochastic games and eigenvalue problems

Enhanced analytical tools for stochastic game analysis

New proofs and results based on this connection

Abstract

We establish, for the first time, a connection between stochastic games and multiparameter eigenvalue problems, using the theory developed by Shapley and Snow (1950). This connection provides new results, new proofs, and new tools for studying stochastic games.