Zero-sum stochastic games with average payoffs: New optimality conditions |
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| Authors: | Jie Yang Xian Ping Guo |
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| Institution: | (1) School of Science, Beijing Information Science and Technology University, Beijing, 100192, P. R. China;(2) School of Mathematics and Computational Science, Zhongshan University, Guangzhou, 510275, P. R. China |
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| Abstract: | In this paper we study zero-sum stochastic games. The optimality criterion is the long-run expected average criterion, and
the payoff function may have neither upper nor lower bounds. We give a new set of conditions for the existence of a value
and a pair of optimal stationary strategies. Our conditions are slightly weaker than those in the previous literature, and
some new sufficient conditions for the existence of a pair of optimal stationary strategies are imposed on the primitive data
of the model. Our results are illustrated with a queueing system, for which our conditions are satisfied but some of the conditions
in some previous literatures fail to hold.
Research partially supported by NSFC and RFDP |
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| Keywords: | zero-sum stochastic games countable state space expected average criterion new condition a pair of optimal stationary strategies |
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