STOCHASTIC GAMES WITH AVERAGE PAYOFF CRITERION

Authors
GHOSH MK BAGCHI A
Citation
Mk. Ghosh et A. Bagchi, STOCHASTIC GAMES WITH AVERAGE PAYOFF CRITERION, Applied mathematics & optimization, 38(3), 1998, pp. 283-301
Citations number
24
Categorie Soggetti
Mathematics,Mathematics
Journal title
Applied mathematics & optimization → ACNP
ISSN journal
00954616
Volume
38
Issue
3
Year of publication
1998
Pages
283 - 301
Database
ISI
SICI code
0095-4616(1998)38:3<283:SGWAPC>2.0.ZU;2-1
Abstract
We study two-person stochastic games on a Polish state and compact act ion spaces and with average payoff criterion under a certain ergodicit y condition. For the zero-sum game we establish the existence of a val ue and stationary optimal strategies for both players. For the nonzero -sum case the existence of Nash equilibrium in stationary strategies i s established under certain separability conditions.