Stochastic games with average payoff criterion

Stochastic games with average payoff criterion

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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: ,
Keywords: Nash theory and methods
Abstract:

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.

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