Article ID: | iaor20012892 |
Country: | United States |
Volume: | 38 |
Start Page Number: | 283 |
End Page Number: | 301 |
Publication Date: | Jan 1998 |
Journal: | Applied Mathematics & Optimization |
Authors: | Bagchi A., Ghosh M.K. |
Keywords: | Nash theory and methods |
We study two-person stochastic games on a Polish state and compact action spaces and with average payoff criterion under a certain ergodicity condition. For the zero-sum game we establish the existence of a value and stationary optimal strategies for both players. For the nonzero-sum case the existence of Nash equilibrium in stationary strategies is established under certain separability conditions.