On the optimality equation for zero-sum ergodic stochastic games

On the optimality equation for zero-sum ergodic stochastic games

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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: ,
Abstract:

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.

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