Stochastic Games with Average Payoff Criterion
Journal Article
·
· Applied Mathematics and Optimization
- Department of Mathematics, Indian Institute of Science, Bangalore 560012 (India)
- Department of Applied Mathematics, University of Twente, P.O. Box 217, 7500 AE Enschede (Netherlands)
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.
- OSTI ID:
- 21067560
- Journal Information:
- Applied Mathematics and Optimization, Journal Name: Applied Mathematics and Optimization Journal Issue: 3 Vol. 38; ISSN 0095-4616
- Country of Publication:
- United States
- Language:
- English
Similar Records
Stochastic Games for Continuous-Time Jump Processes Under Finite-Horizon Payoff Criterion
On 2- and 3-person games on polyhedral sets
Two Person Zero-Sum Semi-Markov Games with Unknown Holding Times Distribution on One Side: A Discounted Payoff Criterion
Journal Article
·
Sat Oct 15 00:00:00 EDT 2016
· Applied Mathematics and Optimization
·
OSTI ID:22617198
On 2- and 3-person games on polyhedral sets
Conference
·
Fri Dec 30 23:00:00 EST 1994
·
OSTI ID:35818
Two Person Zero-Sum Semi-Markov Games with Unknown Holding Times Distribution on One Side: A Discounted Payoff Criterion
Journal Article
·
Sun Jun 15 00:00:00 EDT 2008
· Applied Mathematics and Optimization
·
OSTI ID:21242049