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ArticleOriginal scientific text

Title

On approximations of nonzero-sum uniformly continuous ergodic stochastic games

Authors 1

Affiliations

  1. Institute of Mathematics, Wrocław University of Technology, Wybrzeże Wyspiańskiego 27, 50-370 Wrocław, Poland

Abstract

We consider a class of uniformly ergodic nonzero-sum stochastic games with the expected average payoff criterion, a separable metric state space and compact metric action spaces. We assume that the payoff and transition probability functions are uniformly continuous. Our aim is to prove the existence of stationary ε-equilibria for that class of ergodic stochastic games. This theorem extends to a much wider class of stochastic games a result proven recently by Bielecki [2].

Keywords

ENG
Nash equilibrium, general state space, nonzero-sum Markov game, long run average reward criterion

Bibliography

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Applicationes Mathematicae
1999/26/2
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Pages:
221-228
Main language of publication
English
Received
1998-12-23
Accepted
1999-01-13
Published
1999
Exact and natural sciences