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.
- Nash equilibrium
- \linebreak Ergodicity AMS Classification. 90D15
- Stationary strategy
- Stochastic game