Stochastic Games with Average Payoff Criterion

被引:0
|
作者
M. K. Ghosh
A. Bagchi
机构
[1] Department of Mathematics,
[2] Indian Institute of Science,undefined
[3] Bangalore 560012,undefined
[4] India ,undefined
[5] Department of Applied Mathematics,undefined
[6] University of Twente,undefined
[7] P.O. Box 217,undefined
[8] 7500 AE Enschede,undefined
[9] The Netherlands ,undefined
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关键词
Key words. Stochastic game, Stationary strategy, Value, Nash equilibrium,\linebreak[4] Ergodicity AMS Classification. 90D15, 93E05, 90D25.;
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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.
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页码:283 / 301
页数:18
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