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Stochastic Games with Average Payoff Criterion |
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| Authors: | M. K. Ghosh A. Bagchi |
| Affiliation: | (1) Department of Mathematics, Indian Institute of Science, Bangalore 560012, India , IN;(2) Department of Applied Mathematics, University of Twente, P.O. Box 217, 7500 AE Enschede, The Netherlands , NL |
| 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. Accepted 9 January 1997 |
| Keywords: | . Stochastic game Stationary strategy Value Nash equilibrium linebreak[4] Ergodicity AMS Classification. 90D15 93E05 90D25. |
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