Stochastic games with average payoff criterion

M.K. Ghosh; M.K. Ghosh; Arunabha Bagchi

doi:10.1007/s002459900092

Stochastic games with average payoff criterion

M.K. Ghosh, M.K. Ghosh, Arunabha Bagchi

Research output: Contribution to journal › Article › Academic › peer-review

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Abstract

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.

Original language	Undefined
Pages (from-to)	283-301
Number of pages	19
Journal	Applied mathematics and optimization
Volume	38
Issue number	38
DOIs	https://doi.org/10.1007/s002459900092
Publication status	Published - 1998

Keywords

90D25
93E05
Nash equilibrium
\linebreak[4] Ergodicity AMS Classification. 90D15
METIS-140318
Stationary strategy
Stochastic game
IR-85720
Value

Access to Document

10.1007/s002459900092

Cite this

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AB - 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.

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KW - \linebreak[4] Ergodicity AMS Classification. 90D15

KW - METIS-140318

KW - Stationary strategy

KW - Stochastic game

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KW - Value

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