ZERO-SUM AVERAGE PAYOFF STOCHASTIC GAMES WITH GENERAL STATE-SPACE

Authors
Citation
As. Nowak, ZERO-SUM AVERAGE PAYOFF STOCHASTIC GAMES WITH GENERAL STATE-SPACE, Games and economic behavior, 7(2), 1994, pp. 221-232
Citations number
24
Categorie Soggetti
Economics
Journal title
ISSN journal
08998256
Volume
7
Issue
2
Year of publication
1994
Pages
221 - 232
Database
ISI
SICI code
0899-8256(1994)7:2<221:ZAPSGW>2.0.ZU;2-9
Abstract
In this paper, we provide some conditions under which zero-sum average payoff stochastic games with a Borel state space have a value and the players possess optimal stationary strategies. One contains as specia l cases various ergodicity assumptions considered recently in the theo ry of Markov decision processes. We also consider games with state ind ependent transition probabilities. (C) 1994 Academic Press, Inc.