Stochastic Games on a Product State Space

Stochastic Games on a Product State Space

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Article ID: iaor200954166
Country: United States
Volume: 33
Issue: 2
Start Page Number: 403
End Page Number: 420
Publication Date: May 2008
Journal: Mathematics of Operations Research
Authors: , ,
Keywords: product games
Abstract:

We examine so–called product–games with an aperiodic transition structure, with respect to the average reward, for which we present an approach based on communicating states. For the general n–player case, we establish the existence of 0–equilibria. In addition, for the special case of two–player zero–sum games of this type, we show that both players have stationary 0–optimal strategies.

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