Article ID: | iaor2003693 |
Country: | Germany |
Volume: | 54 |
Issue: | 2 |
Start Page Number: | 291 |
End Page Number: | 301 |
Publication Date: | Jan 2001 |
Journal: | Mathematical Methods of Operations Research (Heidelberg) |
Authors: | Nowak A.S., Jakiewicz A. |
We consider zero-sum stochastic games with Borel state spaces satisfying a generalized geometric ergodicity condition. We prove under fairly general assumptions that the optimality equation has a solution which is unique up to an additive constant.