On Nikaido-Isoda type theorems for discounted stochastic games |
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Authors: | Andrzej S Nowak |
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Institution: | a Faculty of Mathematics, Computer Science, and Econometrics, University of Zielona Góra, Podgórna 50, 65-246 Zielona Góra, Poland b Institute of Mathematics and Computer Science, Wroc?aw University of Technology, Wybrze?e Wyspiańskiego 27, 50-370 Wroc?aw, Poland |
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Abstract: | We present a class of countable state space stochastic games with discontinuous payoff functions satisfying some assumptions similar to the ones of Nikaido and Isoda for one-stage games. We prove that these games possess stationary equilibria. We show that after adding some concavity assumptions these equilibria are nonrandomized. Further, we present an example of input (or production) dynamic game satisfying the assumptions of our model. We give a closed-form solution for this game. |
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Keywords: | Discounted stochastic games Nash equilibrium Algorithm |
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