Nonzero-sum non-stationary discounted Markov game model

Nonzero-sum non-stationary discounted Markov game model

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Article ID: iaor20013525
Country: Germany
Volume: 52
Issue: 2
Start Page Number: 265
End Page Number: 270
Publication Date: Jan 2000
Journal: Mathematical Methods of Operations Research (Heidelberg)
Authors: ,
Keywords: markov processes
Abstract:

The goal of this paper is provide a theory of K-person non-stationary Markov games with unbounded rewards, for a countable state space and action spaces. We investigate both the finite and infinite horizon problems. We define the concept of strong Nash equilibrium and present conditions for both problems for which strong Nash or Nash equilibrium strategies exist for all players within the Markov strategies, and show that the rewards in equilibrium satisfy the optimality equations.

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