Stochastic games with average payoff criterion

M.K. Ghosh; A. Bagchi

doi:10.1007/s002459900092

Stochastic games with average payoff criterion

M.K. Ghosh
, A. Bagchi

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

31 Citations (Scopus)

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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	English
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
Stationary strategy
Stochastic game
Value

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10.1007/s002459900092

Stochastic games with average payoff criterion
Ghosh, M. K. & Bagchi, A., 1991, University of Twente. 23 p. (Memorandum Faculty of Applied Mathematics; no. 985)
Research output: Book/Report › Report › Professional

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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.

KW - 90D25

KW - 93E05

KW - Nash equilibrium

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

KW - Stationary strategy

KW - Stochastic game

KW - Value

U2 - 10.1007/s002459900092

DO - 10.1007/s002459900092

M3 - Article

SN - 0095-4616

VL - 38

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JO - Applied mathematics and optimization

JF - Applied mathematics and optimization

IS - 38

ER -

Stochastic games with average payoff criterion

Abstract

Keywords

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Stochastic games with average payoff criterion

Cite this