Stochastic games with average payoff criterion

被引：27

作者：

Ghosh, MK ^{[1
]}

Bagchi, A

机构：

[1] Indian Inst Sci, Dept Math, Bangalore 560012, Karnataka, India

[2] Univ Twente, Dept Appl Math, NL-7500 AE Enschede, Netherlands

来源：

APPLIED MATHEMATICS AND OPTIMIZATION | 1998年 / 38卷 / 03期

关键词：

stochastic game; stationary strategy; value; Nash equilibrium; ergodicity;

D O I：

10.1007/s002459900092

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

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.

引用

页码：283 / 301

页数：19

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